+170.8%
XLV vs MAS
+135.2%
+35.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -1.8% |
| 7D | -2.6% | +1.0% | -3.6% | -2.9% |
| 30D | +0.9% | -8.1% | +9.0% | +3.3% |
| 3M | +10.0% | +3.3% | +6.7% | +8.2% |
| 6M | +10.4% | +12.4% | -2.1% | +5.3% |
| YTD | +8.9% | +13.3% | -4.4% | +3.1% |
| 1Y | +23.4% | -4.7% | +28.0% | +22.9% |
| 3Y | +33.1% | +33.0% | +0.1% | +16.8% |
| 5Y | +33.3% | +33.9% | -0.6% | +13.7% |
| 10Y | +170.8% | +135.4% | +35.4% | +85.8% |
| All | +170.8% | +135.2% | +35.5% | +85.8% |
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