+215.0%
OKE vs MAS
+215.9%
-0.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | -11.3% | +2.4% | -13.6% | -12.3% |
| 30D | -2.2% | +19.8% | -22.0% | -9.4% |
| 3M | -2.0% | +9.8% | -11.9% | -6.4% |
| 6M | +1.8% | +15.8% | -13.9% | -6.4% |
| YTD | +21.7% | +31.8% | -10.2% | +3.4% |
| 1Y | +31.9% | +35.4% | -3.5% | +10.4% |
| 3Y | +49.1% | +59.2% | -10.1% | +9.7% |
| 5Y | +71.9% | +41.2% | +30.7% | +30.5% |
| All | +215.0% | +215.9% | -0.9% | +62.8% |
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 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