+418.7%
XLF vs MAS
+520.9%
-102.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.6% | -1.3% |
| 7D | +1.0% | +4.6% | -3.6% | -1.0% |
| 30D | +6.5% | +19.9% | -13.4% | -2.0% |
| 3M | -0.5% | +8.9% | -9.4% | -4.7% |
| 6M | +12.2% | +20.2% | -7.9% | +1.8% |
| YTD | +6.3% | +33.9% | -27.6% | -9.6% |
| 1Y | +11.0% | +34.7% | -23.6% | -5.9% |
| 3Y | +78.3% | +60.4% | +17.9% | +35.2% |
| 5Y | +56.6% | +43.5% | +13.1% | +21.5% |
| 10Y | +254.6% | +226.7% | +27.9% | +81.3% |
| All | +418.7% | +520.9% | -102.2% | +33.3% |
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