+31.6%
XLB vs MAS
+41.7%
-10.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -1.5% |
| 7D | -0.4% | +4.6% | -4.9% | -2.2% |
| 30D | +5.2% | +19.9% | -14.6% | -2.4% |
| 3M | -0.1% | +8.9% | -9.0% | -3.8% |
| 6M | +2.4% | +20.2% | -17.8% | -6.1% |
| YTD | +16.9% | +33.9% | -17.0% | +1.2% |
| 1Y | +25.0% | +34.7% | -9.6% | +7.9% |
| 3Y | +40.7% | +60.4% | -19.7% | +9.0% |
| 5Y | +31.6% | +43.5% | -11.8% | +5.0% |
| All | +31.6% | +41.7% | -10.1% | +5.0% |
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