+94.5%
XLK vs MAS
+59.7%
+34.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | +3.4% | +3.0% | +0.4% | +2.6% |
| 30D | -10.6% | +22.4% | -33.0% | -15.2% |
| 3M | -10.6% | +14.5% | -25.1% | -13.8% |
| 6M | -3.5% | +27.1% | -30.6% | -10.2% |
| YTD | +18.7% | +35.8% | -17.1% | +6.7% |
| 1Y | +19.4% | +39.4% | -20.0% | +6.2% |
| 3Y | +94.5% | +60.3% | +34.2% | +67.9% |
| All | +94.5% | +59.7% | +34.7% | +67.9% |
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