+508.9%
XLP vs MAS
+438.4%
+70.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.1% |
| 7D | -1.0% | -0.8% | -0.3% | -0.9% |
| 30D | -0.9% | -5.6% | +4.7% | +0.1% |
| 3M | +3.8% | +4.4% | -0.6% | +2.6% |
| 6M | -1.7% | +7.2% | -8.9% | -3.6% |
| YTD | +10.3% | +16.1% | -5.9% | +6.3% |
| 1Y | +7.8% | +0.1% | +7.7% | +6.7% |
| 3Y | +27.2% | +28.3% | -1.1% | +18.7% |
| 5Y | +32.5% | +30.5% | +2.1% | +21.7% |
| 10Y | +101.8% | +139.1% | -37.3% | +63.1% |
| All | +508.9% | +438.4% | +70.5% | +264.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling