+127.5%
XLC vs MAS
+150.5%
-23.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.4% | +1.1% |
| 7D | +4.9% | +2.0% | +2.9% | +4.1% |
| 30D | -5.8% | +19.4% | -25.2% | -11.8% |
| 3M | -5.4% | +9.4% | -14.9% | -8.9% |
| 6M | -10.2% | +15.3% | -25.5% | -15.8% |
| YTD | -10.2% | +31.3% | -41.5% | -20.9% |
| 1Y | -5.6% | +34.9% | -40.5% | -17.9% |
| 3Y | +61.0% | +58.6% | +2.4% | +25.8% |
| 5Y | +35.2% | +40.7% | -5.5% | +8.7% |
| All | +127.5% | +150.5% | -23.0% | +29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling