+1,021.9%
XLE vs MAS
+543.0%
+478.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.6% | -10.4% | -6.4% |
| 7D | -7.2% | +14.2% | -21.4% | -11.1% |
| 30D | +0.1% | +26.8% | -26.7% | -7.3% |
| 3M | +9.2% | +13.1% | -3.9% | +4.4% |
| 6M | +8.4% | +27.9% | -19.6% | -1.5% |
| YTD | +44.9% | +38.7% | +6.2% | +26.8% |
| 1Y | +49.9% | +40.4% | +9.5% | +30.4% |
| 3Y | +61.1% | +66.1% | -5.0% | +30.2% |
| 5Y | +163.4% | +47.4% | +115.9% | +115.2% |
| 10Y | +181.4% | +238.3% | -57.0% | +73.4% |
| All | +1,021.9% | +543.0% | +478.9% | +333.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling