+850.5%
XLB vs MAS
+543.0%
+307.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.6% | -3.2% | +0.3% |
| 7D | +3.9% | +14.2% | -10.2% | -1.3% |
| 30D | +8.9% | +26.8% | -17.9% | -0.7% |
| 3M | +4.1% | +13.1% | -9.0% | -1.0% |
| 6M | +7.3% | +27.9% | -20.6% | -3.2% |
| YTD | +20.4% | +38.7% | -18.3% | +4.3% |
| 1Y | +29.5% | +40.4% | -10.8% | +11.6% |
| 3Y | +44.9% | +66.1% | -21.2% | +15.1% |
| 5Y | +36.6% | +47.4% | -10.8% | +11.6% |
| 10Y | +183.5% | +238.3% | -54.8% | +66.5% |
| All | +850.5% | +543.0% | +307.5% | +212.6% |
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 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