+226.1%
XLI vs MAS
+215.0%
+11.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +3.8% | +3.0% | +0.8% | +2.4% |
| 30D | +1.0% | +22.4% | -21.4% | -8.0% |
| 3M | -8.9% | +14.5% | -23.4% | -14.7% |
| 6M | -2.3% | +27.1% | -29.4% | -13.6% |
| YTD | +9.7% | +35.8% | -26.1% | -7.2% |
| 1Y | +12.3% | +39.4% | -27.1% | -6.3% |
| 3Y | +71.5% | +60.3% | +11.2% | +29.4% |
| 5Y | +70.2% | +39.4% | +30.8% | +34.4% |
| All | +226.1% | +215.0% | +11.1% | +72.0% |
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