+144.0%
XLK vs MAS
+32.0%
+111.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | 0.0% |
| 7D | +0.9% | -0.8% | +1.6% | +1.1% |
| 30D | +0.7% | -5.6% | +6.3% | +2.8% |
| 3M | -2.9% | +4.4% | -7.4% | -5.5% |
| 6M | +34.3% | +7.2% | +27.0% | +28.3% |
| YTD | +30.4% | +16.1% | +14.3% | +19.4% |
| 1Y | +43.4% | +0.1% | +43.3% | +39.6% |
| 3Y | +116.8% | +28.3% | +88.5% | +80.9% |
| All | +144.0% | +32.0% | +111.9% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling