+145.1%
XRT vs MAS
+219.2%
-74.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.3% |
| 7D | +4.1% | +3.6% | +0.5% | +2.2% |
| 30D | +9.9% | +23.8% | -13.9% | -2.2% |
| 3M | +2.3% | +14.4% | -12.2% | -5.1% |
| 6M | +9.6% | +19.7% | -10.2% | -2.0% |
| YTD | +9.1% | +36.0% | -26.8% | -10.7% |
| 1Y | +16.2% | +40.4% | -24.1% | -6.7% |
| 3Y | +60.1% | +58.9% | +1.1% | +17.3% |
| 5Y | -0.5% | +44.5% | -45.0% | -24.5% |
| 10Y | +145.1% | +214.8% | -69.6% | +23.2% |
| All | +145.1% | +219.2% | -74.1% | +23.2% |
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