+51.5%
XLV vs MAS
+58.7%
-7.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +0.3% |
| 7D | 0.0% | +2.4% | -2.4% | -0.5% |
| 30D | +9.5% | +19.8% | -10.4% | +5.5% |
| 3M | +12.8% | +9.8% | +3.0% | +10.5% |
| 6M | +28.1% | +15.8% | +12.4% | +23.6% |
| YTD | +20.9% | +31.8% | -11.0% | +12.3% |
| 1Y | +28.7% | +35.4% | -6.6% | +18.8% |
| 3Y | +51.5% | +59.2% | -7.7% | +38.8% |
| All | +51.5% | +58.7% | -7.3% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling