+14,225.1%
OKE vs MAS
+1,630.9%
+12,594.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | -11.3% | +2.0% | -13.2% | -11.9% |
| 30D | -2.2% | +19.4% | -21.6% | -6.9% |
| 3M | -2.0% | +9.4% | -11.5% | -4.8% |
| 6M | +1.8% | +15.3% | -13.5% | -3.4% |
| YTD | +21.7% | +31.3% | -9.7% | +10.2% |
| 1Y | +31.9% | +34.9% | -3.0% | +18.5% |
| 3Y | +49.1% | +58.6% | -9.5% | +26.1% |
| 5Y | +71.9% | +40.7% | +31.2% | +48.1% |
| 10Y | +233.5% | +220.4% | +13.1% | +134.5% |
| All | +14,225.1% | +1,630.9% | +12,594.2% | +5,921.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling