+202.9%
XOM vs MAS
+41.7%
+161.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -2.1% |
| 7D | -9.8% | +4.6% | -14.4% | -10.2% |
| 30D | +0.5% | +19.9% | -19.4% | -1.1% |
| 3M | +9.7% | +8.9% | +0.8% | +8.8% |
| 6M | +8.1% | +20.2% | -12.0% | +5.5% |
| YTD | +40.1% | +33.9% | +6.2% | +33.6% |
| 1Y | +49.6% | +34.7% | +15.0% | +42.4% |
| 3Y | +69.3% | +60.4% | +8.9% | +54.8% |
| 5Y | +202.9% | +43.5% | +159.5% | +176.7% |
| All | +202.9% | +41.7% | +161.2% | +176.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling