+49.1%
XOM vs MAS
+32.0%
+17.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.3% | -0.1% |
| 7D | -11.4% | +2.0% | -13.4% | -10.9% |
| 30D | +1.1% | +19.4% | -18.3% | +5.0% |
| 3M | +7.8% | +9.4% | -1.6% | +10.2% |
| 6M | +13.0% | +15.3% | -2.3% | +17.6% |
| YTD | +40.6% | +31.3% | +9.3% | +47.1% |
| 1Y | +49.1% | +34.9% | +14.2% | +55.9% |
| All | +49.1% | +32.0% | +17.1% | +55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling