+97.5%
OXY vs MAS
+39.9%
+57.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +4.2% | +3.0% | +1.2% | +3.8% |
| 30D | -4.3% | +22.4% | -26.7% | -7.1% |
| 3M | +2.3% | +14.5% | -12.2% | +0.2% |
| 6M | +5.5% | +27.1% | -21.6% | +0.1% |
| YTD | +44.9% | +35.8% | +9.1% | +33.4% |
| 1Y | +42.6% | +39.4% | +3.2% | +30.2% |
| 3Y | +0.7% | +60.3% | -59.5% | -12.1% |
| All | +97.5% | +39.9% | +57.6% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling