+93.3%
EOG vs MAS
+41.7%
+51.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +2.0% | -1.2% |
| 7D | -10.7% | +4.6% | -15.2% | -11.1% |
| 30D | +1.1% | +19.9% | -18.8% | -0.7% |
| 3M | +8.7% | +8.9% | -0.2% | +7.6% |
| 6M | +4.4% | +20.2% | -15.8% | +1.3% |
| YTD | +42.4% | +33.9% | +8.5% | +34.3% |
| 1Y | +42.1% | +34.7% | +7.5% | +33.8% |
| 3Y | +25.8% | +60.4% | -34.6% | +13.2% |
| 5Y | +93.3% | +43.5% | +49.8% | +75.8% |
| All | +93.3% | +41.7% | +51.6% | +75.8% |
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