+85.0%
OKE vs MAS
+39.9%
+45.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +5.4% | +3.0% | +2.4% | +4.7% |
| 30D | -1.3% | +22.4% | -23.7% | -5.9% |
| 3M | -2.0% | +14.5% | -16.5% | -5.2% |
| 6M | +3.4% | +27.1% | -23.7% | -3.7% |
| YTD | +28.2% | +35.8% | -7.6% | +15.5% |
| 1Y | +35.7% | +39.4% | -3.7% | +21.0% |
| 3Y | +61.0% | +60.3% | +0.7% | +32.3% |
| All | +85.0% | +39.9% | +45.1% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling