+10.1%
OXY vs MAS
+213.7%
-203.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +2.0% | +0.7% |
| 7D | -11.9% | +2.0% | -13.9% | -12.8% |
| 30D | -3.1% | +19.4% | -22.5% | -9.4% |
| 3M | +1.1% | +9.4% | -8.4% | -2.9% |
| 6M | +3.2% | +15.3% | -12.1% | -4.8% |
| YTD | +39.0% | +31.3% | +7.7% | +18.8% |
| 1Y | +42.7% | +34.9% | +7.8% | +20.2% |
| 3Y | -3.5% | +58.6% | -62.1% | -27.3% |
| 5Y | +81.3% | +40.7% | +40.6% | +39.9% |
| All | +10.1% | +213.7% | -203.6% | -37.8% |
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