+233.0%
XLI vs MAS
+213.7%
+19.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +1.0% |
| 7D | -2.8% | +2.0% | -4.8% | -3.8% |
| 30D | -3.1% | +19.4% | -22.5% | -10.8% |
| 3M | -11.7% | +9.4% | -21.1% | -15.7% |
| 6M | -7.6% | +15.3% | -22.9% | -14.6% |
| YTD | +5.7% | +31.3% | -25.6% | -9.2% |
| 1Y | +7.8% | +34.9% | -27.0% | -8.7% |
| 3Y | +67.4% | +58.6% | +8.8% | +26.7% |
| 5Y | +64.8% | +40.7% | +24.1% | +29.0% |
| All | +233.0% | +213.7% | +19.3% | +75.3% |
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