+7,760.2%
EOG vs MAS
+1,727.7%
+6,032.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.6% | -10.9% | -6.8% |
| 7D | -8.6% | +14.2% | -22.8% | -12.0% |
| 30D | +2.8% | +26.8% | -24.1% | -4.0% |
| 3M | +3.2% | +13.1% | -10.0% | -0.9% |
| 6M | +5.3% | +27.9% | -22.6% | -3.5% |
| YTD | +44.5% | +38.7% | +5.8% | +27.8% |
| 1Y | +44.2% | +40.4% | +3.8% | +26.9% |
| 3Y | +27.7% | +66.1% | -38.4% | +5.2% |
| 5Y | +105.3% | +47.4% | +57.9% | +70.7% |
| 10Y | +122.3% | +238.3% | -116.0% | +43.5% |
| All | +7,760.2% | +1,727.7% | +6,032.5% | +3,675.8% |
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 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