+24.3%
XLP vs MAS
+40.8%
-16.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.6% | -2.3% | +2.4% |
| 7D | +5.9% | +14.2% | -8.3% | +3.6% |
| 30D | +13.5% | +26.8% | -13.4% | +9.3% |
| 3M | +8.4% | +13.1% | -4.7% | +6.0% |
| 6M | +11.5% | +27.9% | -16.4% | +6.7% |
| YTD | +20.6% | +38.7% | -18.0% | +11.7% |
| 1Y | +24.3% | +40.4% | -16.1% | +14.7% |
| All | +24.3% | +40.8% | -16.5% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling