+249.7%
OKE vs MAS
+135.2%
+114.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +3.2% |
| 7D | +1.9% | +1.0% | +0.9% | +1.5% |
| 30D | +12.8% | -8.1% | +20.9% | +16.4% |
| 3M | +11.9% | +3.3% | +8.6% | +8.4% |
| 6M | +14.9% | +12.4% | +2.4% | +5.6% |
| YTD | +37.7% | +13.3% | +24.4% | +25.0% |
| 1Y | +44.1% | -4.7% | +48.7% | +41.3% |
| 3Y | +75.3% | +33.0% | +42.3% | +39.5% |
| 5Y | +144.0% | +33.9% | +110.2% | +86.0% |
| 10Y | +249.7% | +135.4% | +114.4% | +98.3% |
| All | +249.7% | +135.2% | +114.5% | +98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling