+214.7%
XLY vs MAS
+135.2%
+79.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.3% |
| 7D | -0.5% | +1.0% | -1.5% | -1.0% |
| 30D | -4.9% | -8.1% | +3.2% | -1.3% |
| 3M | -1.0% | +3.3% | -4.3% | -3.5% |
| 6M | 0.0% | +12.4% | -12.4% | -6.9% |
| YTD | -4.2% | +13.3% | -17.4% | -11.8% |
| 1Y | -2.7% | -4.7% | +2.0% | -3.1% |
| 3Y | +38.4% | +33.0% | +5.5% | +14.4% |
| 5Y | +28.9% | +33.9% | -5.0% | +4.3% |
| 10Y | +214.7% | +135.4% | +79.4% | +93.4% |
| All | +214.7% | +135.2% | +79.5% | +93.4% |
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