+127.5%
XLP vs MAS
+219.8%
-92.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.7% | +0.1% |
| 7D | +3.5% | +4.6% | -1.1% | +2.4% |
| 30D | +11.6% | +19.9% | -8.3% | +6.7% |
| 3M | +7.6% | +8.9% | -1.3% | +5.2% |
| 6M | +10.0% | +20.2% | -10.1% | +4.4% |
| YTD | +19.7% | +33.9% | -14.2% | +9.8% |
| 1Y | +23.5% | +34.7% | -11.2% | +13.0% |
| 3Y | +44.0% | +60.4% | -16.4% | +22.6% |
| 5Y | +42.7% | +43.5% | -0.8% | +22.9% |
| All | +127.5% | +219.8% | -92.3% | +57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling