+1,250.8%
OXY vs MAS
+1,664.8%
-413.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.8% | -0.7% |
| 7D | -10.6% | +4.6% | -15.1% | -11.9% |
| 30D | -3.4% | +19.9% | -23.3% | -8.7% |
| 3M | +5.2% | +8.9% | -3.7% | +1.9% |
| 6M | -4.1% | +20.2% | -24.3% | -11.2% |
| YTD | +39.0% | +33.9% | +5.1% | +23.0% |
| 1Y | +44.6% | +34.7% | +9.9% | +27.6% |
| 3Y | -5.5% | +60.4% | -65.9% | -22.1% |
| 5Y | +81.3% | +43.5% | +37.8% | +50.9% |
| 10Y | +11.2% | +226.7% | -215.5% | -26.9% |
| All | +1,250.8% | +1,664.8% | -413.9% | +415.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling