+64.6%
XLI vs MAS
+41.7%
+22.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -2.9% |
| 7D | -4.5% | +4.6% | -9.1% | -6.2% |
| 30D | -5.3% | +19.9% | -25.2% | -11.7% |
| 3M | -12.6% | +8.9% | -21.5% | -15.7% |
| 6M | -5.3% | +20.2% | -25.4% | -12.6% |
| YTD | +5.6% | +33.9% | -28.3% | -7.6% |
| 1Y | +7.3% | +34.7% | -27.4% | -6.5% |
| 3Y | +66.7% | +60.4% | +6.4% | +31.6% |
| 5Y | +64.6% | +43.5% | +21.1% | +34.9% |
| All | +64.6% | +41.7% | +22.9% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling