+163.2%
XEL vs MAS
+213.7%
-50.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.4% |
| 7D | -0.2% | +2.0% | -2.1% | -0.7% |
| 30D | +10.0% | +19.4% | -9.4% | +5.5% |
| 3M | +4.3% | +9.4% | -5.1% | +2.0% |
| 6M | +0.5% | +15.3% | -14.9% | -3.4% |
| YTD | +10.4% | +31.3% | -20.9% | +2.2% |
| 1Y | +2.0% | +34.9% | -32.9% | -6.3% |
| 3Y | +45.6% | +58.6% | -13.0% | +24.8% |
| 5Y | +46.6% | +40.7% | +5.9% | +27.2% |
| All | +163.2% | +213.7% | -50.5% | +83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling