+820.5%
XLB vs MAS
+438.4%
+382.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.0% |
| 7D | -1.4% | -0.8% | -0.6% | -1.1% |
| 30D | -0.4% | -5.6% | +5.2% | +1.7% |
| 3M | +2.0% | +4.4% | -2.5% | -0.4% |
| 6M | +1.8% | +7.2% | -5.4% | -2.1% |
| YTD | +16.6% | +16.1% | +0.5% | +8.3% |
| 1Y | +16.9% | +0.1% | +16.8% | +14.8% |
| 3Y | +32.6% | +28.3% | +4.2% | +16.3% |
| 5Y | +35.6% | +30.5% | +5.2% | +16.2% |
| 10Y | +160.0% | +139.1% | +20.9% | +73.5% |
| All | +820.5% | +438.4% | +382.1% | +224.7% |
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