+225.2%
XLF vs MAS
+217.4%
+7.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -1.0% | -1.8% | +0.9% | -0.2% |
| 30D | +6.5% | +23.6% | -17.1% | -2.5% |
| 3M | +1.8% | +12.4% | -10.6% | -3.4% |
| 6M | +15.4% | +21.9% | -6.5% | +4.7% |
| YTD | +8.4% | +36.1% | -27.8% | -7.7% |
| 1Y | +11.9% | +39.5% | -27.6% | -5.8% |
| 3Y | +81.1% | +59.1% | +22.0% | +37.9% |
| 5Y | +59.5% | +44.4% | +15.1% | +24.0% |
| 10Y | +225.2% | +217.0% | +8.2% | +70.7% |
| All | +225.2% | +217.4% | +7.8% | +70.7% |
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 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