+19.6%
XLK vs MAS
+39.3%
-19.7%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | -1.2% | -1.8% | +0.6% | -1.0% |
| 30D | -11.2% | +23.6% | -34.8% | -13.7% |
| 3M | -6.2% | +12.4% | -18.6% | -7.5% |
| 6M | -1.7% | +21.9% | -23.6% | -4.7% |
| YTD | +21.5% | +36.1% | -14.6% | +14.7% |
| 1Y | +19.6% | +39.5% | -19.9% | +12.6% |
| All | +19.6% | +39.3% | -19.7% | +12.6% |
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