+49.0%
XEL vs MAS
+39.9%
+9.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +2.4% | +3.0% | -0.6% | +1.9% |
| 30D | +8.3% | +22.4% | -14.1% | +4.7% |
| 3M | +4.2% | +14.5% | -10.3% | +1.7% |
| 6M | +3.7% | +27.1% | -23.4% | -0.7% |
| YTD | +13.1% | +35.8% | -22.7% | +6.5% |
| 1Y | +5.0% | +39.4% | -34.4% | -1.6% |
| 3Y | +55.0% | +60.3% | -5.3% | +37.9% |
| All | +49.0% | +39.9% | +9.2% | +33.6% |
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