+234.7%
XLY vs MAS
+214.3%
+20.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +2.4% | +1.2% | +1.2% | +1.8% |
| 30D | +7.2% | +21.6% | -14.4% | -2.1% |
| 3M | +2.4% | +14.1% | -11.7% | -3.9% |
| 6M | +2.3% | +22.6% | -20.4% | -8.1% |
| YTD | +1.5% | +35.4% | -33.9% | -14.3% |
| 1Y | +2.1% | +37.5% | -35.4% | -14.5% |
| 3Y | +53.0% | +58.3% | -5.3% | +16.3% |
| 5Y | +23.3% | +39.1% | -15.8% | -2.4% |
| All | +234.7% | +214.3% | +20.5% | +81.8% |
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