+191.6%
XOM vs MAS
+230.1%
-38.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -1.7% |
| 7D | -8.3% | +3.3% | -11.6% | -9.1% |
| 30D | -2.5% | +25.5% | -27.9% | -8.0% |
| 3M | +8.3% | +11.8% | -3.4% | +4.9% |
| 6M | +15.5% | +21.3% | -5.9% | +8.2% |
| YTD | +39.6% | +37.7% | +1.9% | +24.5% |
| 1Y | +44.6% | +41.0% | +3.6% | +27.8% |
| 3Y | +76.6% | +63.0% | +13.6% | +44.6% |
| 5Y | +195.8% | +44.1% | +151.7% | +147.2% |
| 10Y | +191.6% | +224.3% | -32.7% | +76.3% |
| All | +191.6% | +230.1% | -38.5% | +76.3% |
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 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