+239.5%
XLY vs MAS
+230.1%
+9.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.5% | -1.6% | +0.9% |
| 7D | +2.4% | +3.3% | -0.9% | +0.9% |
| 30D | +7.2% | +25.5% | -18.2% | -3.4% |
| 3M | +1.2% | +11.8% | -10.6% | -4.2% |
| 6M | +1.1% | +21.3% | -20.2% | -8.7% |
| YTD | +2.0% | +37.7% | -35.8% | -14.5% |
| 1Y | +3.5% | +41.0% | -37.6% | -14.4% |
| 3Y | +56.3% | +63.0% | -6.7% | +17.2% |
| 5Y | +23.5% | +44.1% | -20.7% | -3.8% |
| 10Y | +239.5% | +224.3% | +15.2% | +82.6% |
| All | +239.5% | +230.1% | +9.3% | +82.6% |
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