+415.6%
XLF vs MAS
+509.0%
-93.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.3% |
| 7D | +1.2% | +2.0% | -0.8% | +0.3% |
| 30D | +6.3% | +19.4% | -13.0% | -1.9% |
| 3M | -0.8% | +9.4% | -10.2% | -5.2% |
| 6M | +11.0% | +15.3% | -4.3% | +2.6% |
| YTD | +5.6% | +31.3% | -25.7% | -9.3% |
| 1Y | +10.8% | +34.9% | -24.1% | -6.2% |
| 3Y | +77.8% | +58.6% | +19.2% | +35.4% |
| 5Y | +55.6% | +40.7% | +14.9% | +21.9% |
| 10Y | +252.5% | +220.4% | +32.1% | +81.8% |
| All | +415.6% | +509.0% | -93.3% | +33.7% |
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