-68.9%
XYZ vs MAS
+32.0%
-100.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -2.2% |
| 7D | -1.0% | -0.8% | -0.2% | -0.3% |
| 30D | -1.7% | -5.6% | +3.9% | +2.8% |
| 3M | +16.7% | +4.4% | +12.3% | +10.3% |
| 6M | +26.9% | +7.2% | +19.7% | +14.9% |
| YTD | +27.1% | +16.1% | +11.0% | +4.8% |
| 1Y | +9.3% | +0.1% | +9.2% | +3.1% |
| 3Y | +42.3% | +28.3% | +14.0% | -4.8% |
| All | -68.9% | +32.0% | -100.9% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling