+183.8%
XEL vs MAS
+217.4%
-33.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +0.7% | -1.8% | +2.6% | +1.1% |
| 30D | +9.3% | +23.6% | -14.2% | +4.0% |
| 3M | +5.3% | +12.4% | -7.2% | +2.2% |
| 6M | +2.2% | +21.9% | -19.7% | -3.0% |
| YTD | +12.3% | +36.1% | -23.8% | +3.1% |
| 1Y | +3.0% | +39.5% | -36.5% | -6.1% |
| 3Y | +51.6% | +59.1% | -7.6% | +29.9% |
| 5Y | +50.0% | +44.4% | +5.6% | +29.3% |
| 10Y | +183.8% | +217.0% | -33.2% | +92.8% |
| All | +183.8% | +217.4% | -33.6% | +92.8% |
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