+15,770.1%
OKE vs MAS
+1,430.5%
+14,339.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.8% |
| 7D | +0.7% | -0.8% | +1.5% | +0.9% |
| 30D | +9.4% | -5.6% | +15.0% | +10.9% |
| 3M | +8.6% | +4.4% | +4.1% | +6.3% |
| 6M | +15.3% | +7.2% | +8.1% | +11.1% |
| YTD | +34.8% | +16.1% | +18.7% | +26.6% |
| 1Y | +35.3% | +0.1% | +35.2% | +32.1% |
| 3Y | +69.5% | +28.3% | +41.2% | +52.1% |
| 5Y | +135.2% | +30.5% | +104.7% | +107.2% |
| 10Y | +261.7% | +139.1% | +122.6% | +174.0% |
| All | +15,770.1% | +1,430.5% | +14,339.6% | +6,818.1% |
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