-7.6%
XLU vs MAS
+7.5%
-15.2%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.1% |
| 7D | +0.8% | -0.8% | +1.6% | +0.9% |
| 30D | -1.3% | -5.6% | +4.2% | -0.6% |
| 3M | -1.3% | +4.4% | -5.8% | -2.2% |
| 6M | -7.6% | +7.2% | -14.8% | -7.9% |
| All | -7.6% | +7.5% | -15.2% | -7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling