+174.3%
XLE vs MAS
+137.9%
+36.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.4% |
| 7D | +2.2% | -0.8% | +3.0% | +2.4% |
| 30D | +11.8% | -5.6% | +17.3% | +13.6% |
| 3M | +9.8% | +4.4% | +5.4% | +6.7% |
| 6M | +15.6% | +7.2% | +8.4% | +10.0% |
| YTD | +45.3% | +16.1% | +29.1% | +33.3% |
| 1Y | +48.3% | +0.1% | +48.2% | +43.5% |
| 3Y | +55.4% | +28.3% | +27.1% | +32.4% |
| 5Y | +216.1% | +30.5% | +185.6% | +158.4% |
| All | +174.3% | +137.9% | +36.3% | +65.0% |
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 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