+143.9%
XEL vs MAS
+137.9%
+6.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.2% |
| 7D | -1.0% | -0.8% | -0.2% | -0.8% |
| 30D | -1.9% | -5.6% | +3.6% | -0.7% |
| 3M | -1.9% | +4.4% | -6.3% | -3.3% |
| 6M | -7.4% | +7.2% | -14.6% | -9.7% |
| YTD | +4.1% | +16.1% | -12.1% | -0.7% |
| 1Y | +8.0% | +0.1% | +8.0% | +6.6% |
| 3Y | +48.4% | +28.3% | +20.1% | +34.2% |
| 5Y | +27.2% | +30.5% | -3.2% | +12.0% |
| All | +143.9% | +137.9% | +6.0% | +78.5% |
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