+16.6%
OXY vs MAS
+214.3%
-197.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | +3.6% | +1.2% | +2.5% | +3.1% |
| 30D | -5.3% | +21.6% | -26.9% | -12.1% |
| 3M | +0.2% | +14.1% | -13.9% | -5.1% |
| 6M | +4.7% | +22.6% | -17.9% | -5.6% |
| YTD | +44.0% | +35.4% | +8.6% | +21.6% |
| 1Y | +42.1% | +37.5% | +4.6% | +18.9% |
| 3Y | +1.2% | +58.3% | -57.1% | -23.4% |
| 5Y | +95.7% | +39.1% | +56.6% | +53.2% |
| All | +16.6% | +214.3% | -197.7% | -35.6% |
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 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