+1,117.4%
XLI vs MAS
+438.4%
+679.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.2% |
| 7D | -1.1% | -0.8% | -0.3% | -0.8% |
| 30D | -5.9% | -5.6% | -0.4% | -4.1% |
| 3M | -0.3% | +4.4% | -4.7% | -2.4% |
| 6M | +0.1% | +7.2% | -7.1% | -3.5% |
| YTD | +13.6% | +16.1% | -2.5% | +5.9% |
| 1Y | +17.2% | +0.1% | +17.1% | +15.0% |
| 3Y | +68.2% | +28.3% | +39.9% | +48.0% |
| 5Y | +80.7% | +30.5% | +50.3% | +55.2% |
| 10Y | +253.3% | +139.1% | +114.1% | +138.9% |
| All | +1,117.4% | +438.4% | +679.0% | +360.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling