+188.5%
XOM vs MAS
+219.2%
-30.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | -7.3% | +3.6% | -10.9% | -8.2% |
| 30D | -2.6% | +23.8% | -26.5% | -7.9% |
| 3M | +3.6% | +14.4% | -10.8% | -0.2% |
| 6M | +15.3% | +19.7% | -4.5% | +8.3% |
| YTD | +39.4% | +36.0% | +3.5% | +24.7% |
| 1Y | +43.2% | +40.4% | +2.8% | +26.6% |
| 3Y | +74.9% | +58.9% | +16.0% | +44.3% |
| 5Y | +201.3% | +44.5% | +156.7% | +150.8% |
| 10Y | +188.5% | +214.8% | -26.3% | +75.6% |
| All | +188.5% | +219.2% | -30.8% | +75.6% |
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