+163.4%
XLE vs MAS
+48.4%
+114.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.6% | -10.4% | -5.5% |
| 7D | -7.2% | +14.2% | -21.4% | -8.9% |
| 30D | +0.1% | +26.8% | -26.7% | -3.3% |
| 3M | +9.2% | +13.1% | -3.9% | +7.1% |
| 6M | +8.4% | +27.9% | -19.6% | +3.3% |
| YTD | +44.9% | +38.7% | +6.2% | +34.6% |
| 1Y | +49.9% | +40.4% | +9.5% | +38.6% |
| 3Y | +61.1% | +66.1% | -5.0% | +42.0% |
| 5Y | +163.4% | +47.4% | +115.9% | +134.1% |
| All | +163.4% | +48.4% | +114.9% | +134.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling