+103.5%
XLK vs MAS
+39.2%
+64.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.2% |
| 7D | -8.2% | +2.0% | -10.2% | -8.9% |
| 30D | -18.2% | +19.4% | -37.6% | -23.7% |
| 3M | -11.0% | +9.4% | -20.4% | -14.4% |
| 6M | -2.9% | +15.3% | -18.2% | -9.4% |
| YTD | +14.8% | +31.3% | -16.5% | -0.1% |
| 1Y | +14.5% | +34.9% | -20.3% | -1.8% |
| 3Y | +94.2% | +58.6% | +35.6% | +46.6% |
| All | +103.5% | +39.2% | +64.4% | +63.7% |
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