+17.7%
XLY vs MAS
+39.2%
-21.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.9% | +0.8% |
| 7D | +1.9% | +2.0% | -0.1% | +1.1% |
| 30D | +5.6% | +19.4% | -13.8% | -2.6% |
| 3M | -0.2% | +9.4% | -9.6% | -4.5% |
| 6M | -1.5% | +15.3% | -16.8% | -8.9% |
| YTD | -0.9% | +31.3% | -32.2% | -15.3% |
| 1Y | +0.7% | +34.9% | -34.2% | -15.3% |
| 3Y | +50.3% | +58.6% | -8.3% | +11.2% |
| All | +17.7% | +39.2% | -21.4% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling