+161.0%
XLU vs MAS
+217.4%
-56.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.5% | -1.8% | +2.3% | +0.9% |
| 30D | +5.3% | +23.6% | -18.3% | -0.5% |
| 3M | +1.2% | +12.4% | -11.3% | -2.1% |
| 6M | -1.6% | +21.9% | -23.4% | -7.3% |
| YTD | +4.8% | +36.1% | -31.3% | -5.0% |
| 1Y | +0.5% | +39.5% | -39.0% | -9.6% |
| 3Y | +58.9% | +59.1% | -0.2% | +33.8% |
| 5Y | +52.7% | +44.4% | +8.3% | +29.6% |
| 10Y | +161.0% | +217.0% | -56.0% | +71.4% |
| All | +161.0% | +217.4% | -56.4% | +71.4% |
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