+557.6%
XRT vs MAS
+432.3%
+125.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.6% | -0.1% | +3.1% |
| 7D | +8.0% | +14.2% | -6.1% | +1.9% |
| 30D | +13.0% | +26.8% | -13.8% | +1.8% |
| 3M | +1.7% | +13.1% | -11.4% | -3.8% |
| 6M | +12.6% | +27.9% | -15.4% | +0.1% |
| YTD | +10.7% | +38.7% | -28.0% | -6.2% |
| 1Y | +18.4% | +40.4% | -22.0% | -0.2% |
| 3Y | +56.4% | +66.1% | -9.7% | +21.4% |
| 5Y | +0.7% | +47.4% | -46.7% | -18.1% |
| 10Y | +164.6% | +238.3% | -73.8% | +48.9% |
| All | +557.6% | +432.3% | +125.3% | +148.7% |
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 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