+71.6%
XLI vs MAS
+59.6%
+12.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | -1.5% | +3.6% | -5.1% | -2.7% |
| 30D | -0.3% | +23.8% | -24.1% | -7.4% |
| 3M | -8.4% | +14.4% | -22.8% | -12.6% |
| 6M | -2.1% | +19.7% | -21.8% | -8.7% |
| YTD | +9.6% | +36.0% | -26.3% | -3.4% |
| 1Y | +10.7% | +40.4% | -29.7% | -3.7% |
| 3Y | +71.6% | +58.9% | +12.6% | +42.3% |
| All | +71.6% | +59.6% | +12.0% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling