+35.4%
OKE vs MAS
+38.6%
-3.3%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.7% |
| 7D | +3.0% | +1.2% | +1.9% | +3.2% |
| 30D | -3.8% | +21.6% | -25.4% | -1.4% |
| 3M | -2.8% | +14.1% | -16.9% | -1.2% |
| 6M | +2.8% | +22.6% | -19.8% | +5.6% |
| YTD | +26.9% | +35.4% | -8.5% | +30.8% |
| 1Y | +35.4% | +37.5% | -2.1% | +39.3% |
| All | +35.4% | +38.6% | -3.3% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling