+422.3%
XLF vs MAS
+438.4%
-16.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.6% |
| 7D | 0.0% | -0.8% | +0.8% | +0.3% |
| 30D | +0.2% | -5.6% | +5.7% | +2.6% |
| 3M | +11.7% | +4.4% | +7.3% | +8.4% |
| 6M | +13.8% | +7.2% | +6.6% | +8.0% |
| YTD | +7.0% | +16.1% | -9.1% | -2.7% |
| 1Y | +9.1% | +0.1% | +9.0% | +5.7% |
| 3Y | +75.6% | +28.3% | +47.3% | +47.2% |
| 5Y | +66.4% | +30.5% | +36.0% | +34.8% |
| 10Y | +250.3% | +139.1% | +111.1% | +105.8% |
| All | +422.3% | +438.4% | -16.2% | +43.5% |
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