-28.0%
MXL vs MAS
+39.2%
-67.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.9% | +12.9% | +11.9% |
| 7D | -27.1% | +2.0% | -29.1% | -28.0% |
| 30D | -54.2% | +19.4% | -73.6% | -58.6% |
| 3M | -29.9% | +9.4% | -39.4% | -33.8% |
| 6M | -39.5% | +15.3% | -54.8% | -45.7% |
| YTD | +182.2% | +31.3% | +150.8% | +126.7% |
| 1Y | +231.8% | +34.9% | +197.0% | +161.2% |
| 3Y | +195.9% | +58.6% | +137.3% | +94.2% |
| All | -28.0% | +39.2% | -67.2% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling