+1,890.4%
XEL vs MAS
+1,430.5%
+459.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.1% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | -1.9% | -5.6% | +3.6% | -1.1% |
| 3M | -1.9% | +4.4% | -6.3% | -2.8% |
| 6M | -7.4% | +7.2% | -14.6% | -8.9% |
| YTD | +4.1% | +16.1% | -12.1% | +0.9% |
| 1Y | +8.0% | +0.1% | +8.0% | +7.1% |
| 3Y | +48.4% | +28.3% | +20.1% | +39.8% |
| 5Y | +27.2% | +30.5% | -3.2% | +18.2% |
| 10Y | +146.8% | +139.1% | +7.7% | +105.9% |
| All | +1,890.4% | +1,430.5% | +459.9% | +1,118.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling