+9.5%
OXY vs MAS
+230.1%
-220.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.5% | -5.6% | -2.6% |
| 7D | -8.2% | +3.3% | -11.4% | -9.4% |
| 30D | -7.2% | +25.5% | -32.7% | -14.8% |
| 3M | +0.2% | +11.8% | -11.6% | -4.5% |
| 6M | +6.1% | +21.3% | -15.2% | -3.9% |
| YTD | +37.5% | +37.7% | -0.2% | +15.5% |
| 1Y | +37.7% | +41.0% | -3.3% | +14.2% |
| 3Y | -2.8% | +63.0% | -65.7% | -27.2% |
| 5Y | +77.6% | +44.1% | +33.5% | +36.8% |
| 10Y | +9.5% | +224.3% | -214.8% | -39.5% |
| All | +9.5% | +230.1% | -220.7% | -39.5% |
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