+7,608.4%
EOG vs MAS
+1,430.5%
+6,177.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.0% |
| 7D | +1.3% | -0.8% | +2.0% | +1.4% |
| 30D | +8.2% | -5.6% | +13.7% | +9.6% |
| 3M | +3.8% | +4.4% | -0.6% | +1.3% |
| 6M | +15.3% | +7.2% | +8.1% | +10.5% |
| YTD | +41.7% | +16.1% | +25.6% | +32.1% |
| 1Y | +23.6% | +0.1% | +23.5% | +19.9% |
| 3Y | +23.3% | +28.3% | -5.0% | +9.3% |
| 5Y | +170.4% | +30.5% | +140.0% | +132.8% |
| 10Y | +125.5% | +139.1% | -13.6% | +60.2% |
| All | +7,608.4% | +1,430.5% | +6,177.9% | +3,803.5% |
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