+17.3%
OXY vs MAS
+215.0%
-197.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +4.2% | +3.0% | +1.2% | +3.1% |
| 30D | -4.3% | +22.4% | -26.7% | -11.4% |
| 3M | +2.3% | +14.5% | -12.2% | -3.2% |
| 6M | +5.5% | +27.1% | -21.6% | -6.2% |
| YTD | +44.9% | +35.8% | +9.1% | +22.2% |
| 1Y | +42.6% | +39.4% | +3.2% | +18.6% |
| 3Y | +0.7% | +60.3% | -59.5% | -24.2% |
| 5Y | +96.9% | +39.4% | +57.4% | +54.0% |
| All | +17.3% | +215.0% | -197.7% | -35.2% |
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