+49.9%
XLE vs MAS
+40.8%
+9.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.6% | -10.4% | -3.7% |
| 7D | -7.2% | +14.2% | -21.4% | -5.0% |
| 30D | +0.1% | +26.8% | -26.7% | +4.3% |
| 3M | +9.2% | +13.1% | -3.9% | +11.8% |
| 6M | +8.4% | +27.9% | -19.6% | +12.9% |
| YTD | +44.9% | +38.7% | +6.2% | +50.4% |
| 1Y | +49.9% | +40.4% | +9.5% | +55.5% |
| All | +49.9% | +40.8% | +9.1% | +55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling