+205.4%
XOM vs MAS
+215.0%
-9.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | +2.8% | +3.0% | -0.1% | +2.1% |
| 30D | -3.6% | +22.4% | -26.0% | -8.5% |
| 3M | +8.2% | +14.5% | -6.2% | +4.2% |
| 6M | +14.0% | +27.1% | -13.1% | +5.4% |
| YTD | +44.6% | +35.8% | +8.8% | +29.4% |
| 1Y | +47.8% | +39.4% | +8.4% | +30.9% |
| 3Y | +79.6% | +60.3% | +19.3% | +47.7% |
| 5Y | +214.3% | +39.4% | +174.9% | +165.8% |
| All | +205.4% | +215.0% | -9.6% | +86.4% |
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