+4,261.5%
XOM vs MAS
+1,430.5%
+2,831.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.1% |
| 7D | +1.8% | -0.8% | +2.5% | +1.9% |
| 30D | +5.9% | -5.6% | +11.4% | +7.0% |
| 3M | +5.6% | +4.4% | +1.1% | +3.6% |
| 6M | +7.9% | +7.2% | +0.7% | +4.5% |
| YTD | +35.2% | +16.1% | +19.1% | +28.2% |
| 1Y | +46.0% | +0.1% | +45.9% | +42.8% |
| 3Y | +55.0% | +28.3% | +26.7% | +41.1% |
| 5Y | +246.3% | +30.5% | +215.8% | +207.9% |
| 10Y | +181.0% | +139.1% | +41.8% | +113.8% |
| All | +4,261.5% | +1,430.5% | +2,831.1% | +1,988.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling