+1,127.6%
XLY vs MAS
+438.4%
+689.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -2.0% |
| 7D | -2.0% | -0.8% | -1.2% | -1.7% |
| 30D | -3.1% | -5.6% | +2.4% | -1.1% |
| 3M | -1.8% | +4.4% | -6.3% | -4.1% |
| 6M | -0.9% | +7.2% | -8.1% | -4.7% |
| YTD | -3.4% | +16.1% | -19.5% | -10.3% |
| 1Y | -1.5% | +0.1% | -1.6% | -3.6% |
| 3Y | +38.8% | +28.3% | +10.5% | +21.7% |
| 5Y | +30.5% | +30.5% | 0.0% | +12.7% |
| 10Y | +215.3% | +139.1% | +76.1% | +110.9% |
| All | +1,127.6% | +438.4% | +689.1% | +344.3% |
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