+61.0%
OKE vs MAS
+59.7%
+1.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +5.4% | +3.0% | +2.4% | +5.0% |
| 30D | -1.3% | +22.4% | -23.7% | -3.6% |
| 3M | -2.0% | +14.5% | -16.5% | -3.6% |
| 6M | +3.4% | +27.1% | -23.7% | -0.7% |
| YTD | +28.2% | +35.8% | -7.6% | +20.0% |
| 1Y | +35.7% | +39.4% | -3.7% | +26.0% |
| 3Y | +61.0% | +60.3% | +0.7% | +38.8% |
| All | +61.0% | +59.7% | +1.3% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling