+17.2%
XLI vs MAS
+1.6%
+15.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.1% |
| 7D | -1.1% | -0.8% | -0.3% | -0.9% |
| 30D | -5.9% | -5.6% | -0.4% | -4.5% |
| 3M | -0.3% | +4.4% | -4.7% | -1.9% |
| 6M | +0.1% | +7.2% | -7.1% | -3.3% |
| YTD | +13.6% | +16.1% | -2.5% | +6.6% |
| 1Y | +17.2% | +0.1% | +17.1% | +13.1% |
| All | +17.2% | +1.6% | +15.6% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling