+47.9%
XEL vs MAS
+41.7%
+6.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.3% | +0.4% |
| 7D | +1.7% | +4.6% | -2.9% | +0.9% |
| 30D | +10.5% | +19.9% | -9.4% | +7.2% |
| 3M | +4.9% | +8.9% | -3.9% | +3.3% |
| 6M | +0.2% | +20.2% | -19.9% | -3.1% |
| YTD | +11.3% | +33.9% | -22.5% | +5.1% |
| 1Y | +2.1% | +34.7% | -32.6% | -3.8% |
| 3Y | +45.7% | +60.4% | -14.7% | +29.6% |
| 5Y | +47.9% | +43.5% | +4.5% | +30.1% |
| All | +47.9% | +41.7% | +6.2% | +30.1% |
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