+212.8%
XOM vs MAS
+43.0%
+169.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +2.7% | +1.2% | +1.5% | +2.6% |
| 30D | -2.5% | +21.6% | -24.1% | -4.2% |
| 3M | +7.0% | +14.1% | -7.1% | +5.7% |
| 6M | +14.2% | +22.6% | -8.4% | +11.2% |
| YTD | +43.9% | +35.4% | +8.5% | +37.1% |
| 1Y | +47.9% | +37.5% | +10.4% | +40.4% |
| 3Y | +80.6% | +58.3% | +22.3% | +65.7% |
| 5Y | +212.8% | +39.1% | +173.7% | +194.4% |
| All | +212.8% | +43.0% | +169.7% | +194.4% |
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 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