+231.7%
XLI vs MAS
+217.4%
+14.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.9% | -1.8% | +2.7% | +1.7% |
| 30D | +1.1% | +23.6% | -22.5% | -8.4% |
| 3M | -7.7% | +12.4% | -20.1% | -12.9% |
| 6M | -1.8% | +21.9% | -23.7% | -11.5% |
| YTD | +11.1% | +36.1% | -25.0% | -6.1% |
| 1Y | +12.1% | +39.5% | -27.4% | -6.4% |
| 3Y | +73.8% | +59.1% | +14.7% | +31.7% |
| 5Y | +73.8% | +44.4% | +29.3% | +34.6% |
| 10Y | +231.7% | +217.0% | +14.7% | +74.5% |
| All | +231.7% | +217.4% | +14.3% | +74.5% |
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 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