+94.2%
XLK vs MAS
+58.1%
+36.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.9% |
| 7D | -8.2% | +2.0% | -10.2% | -8.7% |
| 30D | -18.2% | +19.4% | -37.6% | -22.0% |
| 3M | -11.0% | +9.4% | -20.4% | -13.3% |
| 6M | -2.9% | +15.3% | -18.2% | -7.3% |
| YTD | +14.8% | +31.3% | -16.5% | +4.0% |
| 1Y | +14.5% | +34.9% | -20.3% | +2.6% |
| 3Y | +94.2% | +58.6% | +35.6% | +64.8% |
| All | +94.2% | +58.1% | +36.1% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling