+136.0%
OKLO vs MAS
+57.5%
+78.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -1.5% | +24.2% | +23.0% |
| 7D | -6.7% | +2.4% | -9.1% | -7.4% |
| 30D | -36.0% | +19.8% | -55.9% | -38.9% |
| 3M | -44.2% | +9.8% | -54.0% | -45.5% |
| 6M | -70.4% | +15.8% | -86.2% | -71.5% |
| YTD | -67.2% | +31.8% | -99.0% | -69.0% |
| 1Y | -77.9% | +35.4% | -113.3% | -79.3% |
| 3Y | +128.4% | +59.2% | +69.2% | +114.1% |
| 5Y | +139.1% | +41.2% | +97.8% | +124.1% |
| All | +136.0% | +57.5% | +78.5% | +119.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling