+115.5%
XLK vs MAS
+43.0%
+72.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +7.0% | +1.2% | +5.9% | +6.6% |
| 30D | -11.5% | +21.6% | -33.1% | -18.0% |
| 3M | -7.9% | +14.1% | -22.0% | -12.7% |
| 6M | -0.6% | +22.6% | -23.2% | -9.4% |
| YTD | +21.1% | +35.4% | -14.3% | +4.2% |
| 1Y | +18.8% | +37.5% | -18.6% | +1.3% |
| 3Y | +97.3% | +58.3% | +39.0% | +49.7% |
| 5Y | +115.5% | +39.1% | +76.4% | +75.1% |
| All | +115.5% | +43.0% | +72.5% | +75.1% |
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