+1,196.0%
XLY vs MAS
+530.5%
+665.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | +3.2% | +3.6% | -0.4% | +1.8% |
| 30D | +7.3% | +23.8% | -16.6% | -1.2% |
| 3M | +1.4% | +14.4% | -13.0% | -3.9% |
| 6M | +1.1% | +19.7% | -18.6% | -6.5% |
| YTD | +2.0% | +36.0% | -33.9% | -11.0% |
| 1Y | +2.1% | +40.4% | -38.2% | -12.1% |
| 3Y | +53.8% | +58.9% | -5.1% | +24.3% |
| 5Y | +24.0% | +44.5% | -20.6% | +2.8% |
| 10Y | +238.3% | +214.8% | +23.6% | +104.8% |
| All | +1,196.0% | +530.5% | +665.5% | +340.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling