+91.8%
XLK vs MAS
+59.6%
+32.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -0.8% |
| 7D | -4.3% | +3.6% | -7.9% | -5.1% |
| 30D | -15.0% | +23.8% | -38.8% | -19.7% |
| 3M | -9.2% | +14.4% | -23.7% | -12.5% |
| 6M | -3.5% | +19.7% | -23.3% | -8.8% |
| YTD | +17.7% | +36.0% | -18.2% | +5.8% |
| 1Y | +14.9% | +40.4% | -25.5% | +2.0% |
| 3Y | +91.8% | +58.9% | +32.8% | +65.1% |
| All | +91.8% | +59.6% | +32.2% | +65.1% |
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 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