+51.5%
XLU vs MAS
+42.7%
+8.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +0.7% | +3.6% | -2.9% | 0.0% |
| 30D | +5.6% | +23.8% | -18.2% | +1.2% |
| 3M | +2.1% | +14.4% | -12.3% | -0.7% |
| 6M | -0.9% | +19.7% | -20.6% | -4.9% |
| YTD | +4.6% | +36.0% | -31.4% | -2.9% |
| 1Y | +0.3% | +40.4% | -40.0% | -7.5% |
| 3Y | +58.6% | +58.9% | -0.4% | +38.2% |
| 5Y | +51.5% | +44.5% | +6.9% | +31.9% |
| All | +51.5% | +42.7% | +8.8% | +31.9% |
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