+513.3%
XRT vs MAS
+345.7%
+167.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.2% |
| 7D | +0.8% | -0.8% | +1.6% | +1.1% |
| 30D | -4.2% | -5.6% | +1.4% | -1.8% |
| 3M | +5.1% | +4.4% | +0.6% | +2.3% |
| 6M | +2.4% | +7.2% | -4.8% | -2.1% |
| YTD | +3.2% | +16.1% | -12.9% | -5.3% |
| 1Y | +1.5% | +0.1% | +1.4% | -0.6% |
| 3Y | +40.6% | +28.3% | +12.3% | +22.0% |
| 5Y | -1.0% | +30.5% | -31.5% | -15.0% |
| 10Y | +128.4% | +139.1% | -10.7% | +48.1% |
| All | +513.3% | +345.7% | +167.6% | +151.0% |
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