+1,030.9%
XLV vs MAS
+538.8%
+492.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.6% | +0.9% |
| 7D | +2.0% | +3.3% | -1.3% | +1.3% |
| 30D | +10.3% | +25.5% | -15.2% | +4.7% |
| 3M | +14.1% | +11.8% | +2.3% | +11.1% |
| 6M | +32.3% | +21.3% | +11.0% | +25.8% |
| YTD | +23.2% | +37.7% | -14.6% | +13.1% |
| 1Y | +31.0% | +41.0% | -10.0% | +19.7% |
| 3Y | +57.7% | +63.0% | -5.3% | +37.5% |
| 5Y | +53.4% | +44.1% | +9.3% | +35.3% |
| 10Y | +214.5% | +224.3% | -9.7% | +127.3% |
| All | +1,030.9% | +538.8% | +492.1% | +485.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling