+92.5%
EOG vs MAS
+39.2%
+53.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.5% | +1.7% |
| 7D | -11.1% | +2.0% | -13.1% | -11.3% |
| 30D | +2.7% | +19.4% | -16.7% | +0.9% |
| 3M | +8.8% | +9.4% | -0.7% | +7.6% |
| 6M | +10.8% | +15.3% | -4.5% | +8.1% |
| YTD | +44.6% | +31.3% | +13.3% | +36.6% |
| 1Y | +44.6% | +34.9% | +9.7% | +35.7% |
| 3Y | +29.5% | +58.6% | -29.1% | +16.5% |
| All | +92.5% | +39.2% | +53.3% | +74.9% |
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