+51.6%
XLU vs MAS
+39.9%
+11.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +2.1% | +3.0% | -0.9% | +1.5% |
| 30D | +5.6% | +22.4% | -16.9% | +1.3% |
| 3M | +0.7% | +14.5% | -13.7% | -2.1% |
| 6M | -0.1% | +27.1% | -27.2% | -5.3% |
| YTD | +5.3% | +35.8% | -30.4% | -2.2% |
| 1Y | +2.2% | +39.4% | -37.3% | -5.7% |
| 3Y | +61.6% | +60.3% | +1.4% | +40.4% |
| All | +51.6% | +39.9% | +11.7% | +35.1% |
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