+2.1%
XLY vs MAS
+39.0%
-36.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | +3.2% | +3.6% | -0.4% | +2.2% |
| 30D | +7.3% | +23.8% | -16.6% | +1.5% |
| 3M | +1.4% | +14.4% | -13.0% | -2.2% |
| 6M | +1.1% | +19.7% | -18.6% | -4.3% |
| YTD | +2.0% | +36.0% | -33.9% | -8.7% |
| 1Y | +2.1% | +40.4% | -38.2% | -9.9% |
| All | +2.1% | +39.0% | -36.8% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling