+20.7%
XLK vs MAS
+40.8%
-20.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.7% | -0.6% |
| 7D | -7.6% | +14.2% | -21.8% | -9.0% |
| 30D | -12.2% | +26.8% | -39.0% | -14.9% |
| 3M | -5.5% | +13.1% | -18.6% | -6.9% |
| 6M | +9.2% | +27.9% | -18.8% | +5.2% |
| YTD | +23.0% | +38.7% | -15.6% | +15.7% |
| 1Y | +20.7% | +40.4% | -19.7% | +13.1% |
| All | +20.7% | +40.8% | -20.1% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling