+1,080.2%
XLI vs MAS
+543.0%
+537.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.6% | -6.7% | -3.1% |
| 7D | +0.6% | +14.2% | -13.6% | -4.3% |
| 30D | -0.4% | +26.8% | -27.2% | -8.9% |
| 3M | -8.8% | +13.1% | -22.0% | -13.3% |
| 6M | -0.4% | +27.9% | -28.3% | -9.9% |
| YTD | +10.1% | +38.7% | -28.5% | -4.2% |
| 1Y | +12.3% | +40.4% | -28.1% | -2.8% |
| 3Y | +73.9% | +66.1% | +7.8% | +39.0% |
| 5Y | +73.4% | +47.4% | +26.0% | +42.1% |
| 10Y | +255.4% | +238.3% | +17.1% | +112.5% |
| All | +1,080.2% | +543.0% | +537.2% | +317.2% |
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