+699.4%
XLK vs MAS
+230.1%
+469.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.5% | -0.8% | +1.8% |
| 7D | -1.9% | +3.3% | -5.2% | -3.3% |
| 30D | -14.0% | +25.5% | -39.5% | -22.4% |
| 3M | -9.0% | +11.8% | -20.7% | -13.8% |
| 6M | -2.4% | +21.3% | -23.7% | -11.8% |
| YTD | +19.1% | +37.7% | -18.6% | 0.0% |
| 1Y | +19.2% | +41.0% | -21.8% | -1.3% |
| 3Y | +99.1% | +63.0% | +36.1% | +47.8% |
| 5Y | +112.0% | +44.1% | +67.9% | +63.4% |
| 10Y | +699.4% | +224.3% | +475.2% | +318.5% |
| All | +699.4% | +230.1% | +469.3% | +318.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling