+199.0%
XOM vs MAS
+213.7%
-14.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.3% | +0.8% |
| 7D | -11.4% | +2.0% | -13.4% | -12.0% |
| 30D | +1.1% | +19.4% | -18.3% | -3.4% |
| 3M | +7.8% | +9.4% | -1.6% | +4.9% |
| 6M | +13.0% | +15.3% | -2.3% | +7.2% |
| YTD | +40.6% | +31.3% | +9.3% | +26.8% |
| 1Y | +49.1% | +34.9% | +14.2% | +33.2% |
| 3Y | +72.9% | +58.6% | +14.3% | +42.2% |
| 5Y | +204.0% | +40.7% | +163.3% | +154.3% |
| All | +199.0% | +213.7% | -14.7% | +81.8% |
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