+195.8%
XOM vs MAS
+47.3%
+148.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -1.0% |
| 7D | -8.3% | +3.3% | -11.6% | -8.6% |
| 30D | -2.5% | +25.5% | -27.9% | -4.4% |
| 3M | +8.3% | +11.8% | -3.4% | +7.2% |
| 6M | +15.5% | +21.3% | -5.9% | +12.7% |
| YTD | +39.6% | +37.7% | +1.9% | +32.8% |
| 1Y | +44.6% | +41.0% | +3.6% | +36.9% |
| 3Y | +76.6% | +63.0% | +13.6% | +61.5% |
| 5Y | +195.8% | +44.1% | +151.7% | +173.7% |
| All | +195.8% | +47.3% | +148.5% | +173.7% |
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