+234.4%
XLF vs MAS
+230.1%
+4.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -3.0% | -0.4% |
| 7D | +0.7% | +3.3% | -2.5% | -0.6% |
| 30D | +6.0% | +25.5% | -19.5% | -3.6% |
| 3M | +1.0% | +11.8% | -10.7% | -3.9% |
| 6M | +14.0% | +21.3% | -7.4% | +3.7% |
| YTD | +7.2% | +37.7% | -30.6% | -9.1% |
| 1Y | +11.6% | +41.0% | -29.4% | -6.5% |
| 3Y | +81.2% | +63.0% | +18.2% | +36.5% |
| 5Y | +57.9% | +44.1% | +13.8% | +23.0% |
| 10Y | +234.4% | +224.3% | +10.2% | +72.8% |
| All | +234.4% | +230.1% | +4.3% | +72.8% |
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