+167.2%
XLE vs MAS
+219.8%
-52.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.5% | -1.9% |
| 7D | -10.3% | +4.6% | -14.9% | -11.7% |
| 30D | -3.3% | +19.9% | -23.2% | -9.0% |
| 3M | +8.2% | +8.9% | -0.7% | +4.6% |
| 6M | +5.0% | +20.2% | -15.1% | -3.2% |
| YTD | +40.6% | +33.9% | +6.7% | +22.6% |
| 1Y | +45.0% | +34.7% | +10.4% | +26.0% |
| 3Y | +56.3% | +60.4% | -4.1% | +22.5% |
| 5Y | +152.2% | +43.5% | +108.8% | +101.1% |
| All | +167.2% | +219.8% | -52.6% | +48.5% |
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