+177.3%
XOM vs MAS
+137.9%
+39.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.1% |
| 7D | +1.8% | -0.8% | +2.5% | +1.9% |
| 30D | +5.9% | -5.6% | +11.4% | +7.2% |
| 3M | +5.6% | +4.4% | +1.1% | +3.2% |
| 6M | +7.9% | +7.2% | +0.7% | +3.7% |
| YTD | +35.2% | +16.1% | +19.1% | +26.2% |
| 1Y | +46.0% | +0.1% | +45.9% | +42.2% |
| 3Y | +55.0% | +28.3% | +26.7% | +36.0% |
| 5Y | +246.3% | +30.5% | +215.8% | +193.6% |
| All | +177.3% | +137.9% | +39.4% | +80.5% |
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