-64.6%
XYZ vs MAS
+48.4%
-113.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +5.6% | +9.7% | +10.7% |
| 7D | +16.5% | +14.2% | +2.4% | +5.0% |
| 30D | +15.0% | +26.8% | -11.9% | -5.0% |
| 3M | +3.5% | +13.1% | -9.6% | -6.4% |
| 6M | +21.9% | +27.9% | -6.1% | -2.8% |
| YTD | +34.6% | +38.7% | -4.0% | -4.2% |
| 1Y | +20.7% | +40.4% | -19.6% | -15.2% |
| 3Y | +80.0% | +66.1% | +13.9% | -6.3% |
| 5Y | -64.6% | +47.4% | -112.0% | -79.2% |
| All | -64.6% | +48.4% | -113.0% | -79.2% |
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 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