-17.3%
MXL vs MAS
+47.3%
-64.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +4.5% | +9.2% | +11.5% |
| 7D | -8.8% | +3.3% | -12.1% | -10.1% |
| 30D | -41.9% | +25.5% | -67.3% | -48.5% |
| 3M | -25.4% | +11.8% | -37.2% | -30.1% |
| 6M | -44.0% | +21.3% | -65.3% | -50.8% |
| YTD | +220.8% | +37.7% | +183.0% | +152.3% |
| 1Y | +278.8% | +41.0% | +237.8% | +192.6% |
| 3Y | +249.4% | +63.0% | +186.4% | +127.7% |
| 5Y | -17.3% | +44.1% | -61.5% | -36.4% |
| All | -17.3% | +47.3% | -64.6% | -36.4% |
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