+199.0%
XOM vs MAS
+214.9%
-15.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.7% |
| 7D | -11.4% | +2.4% | -13.8% | -12.1% |
| 30D | +1.1% | +19.8% | -18.7% | -3.5% |
| 3M | +7.8% | +9.8% | -2.0% | +4.8% |
| 6M | +13.0% | +15.8% | -2.7% | +7.1% |
| YTD | +40.6% | +31.8% | +8.8% | +26.7% |
| 1Y | +49.1% | +35.4% | +13.7% | +33.0% |
| 3Y | +72.9% | +59.2% | +13.7% | +42.1% |
| 5Y | +204.0% | +41.2% | +162.7% | +154.1% |
| All | +199.0% | +214.9% | -15.9% | +81.7% |
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