+167.2%
XLE vs MAS
+213.7%
-46.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.6% |
| 7D | -12.0% | +2.0% | -14.0% | -12.7% |
| 30D | -2.7% | +19.4% | -22.1% | -8.4% |
| 3M | +6.6% | +9.4% | -2.8% | +2.9% |
| 6M | +9.5% | +15.3% | -5.8% | +2.4% |
| YTD | +40.6% | +31.3% | +9.2% | +23.3% |
| 1Y | +43.6% | +34.9% | +8.7% | +24.5% |
| 3Y | +58.1% | +58.6% | -0.5% | +24.2% |
| 5Y | +152.2% | +40.7% | +111.5% | +102.3% |
| All | +167.2% | +213.7% | -46.5% | +49.3% |
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