+4,421.0%
XOM vs MAS
+1,664.8%
+2,756.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.6% |
| 7D | -9.8% | +4.6% | -14.4% | -10.8% |
| 30D | +0.5% | +19.9% | -19.4% | -3.6% |
| 3M | +9.7% | +8.9% | +0.8% | +7.1% |
| 6M | +8.1% | +20.2% | -12.0% | +2.4% |
| YTD | +40.1% | +33.9% | +6.2% | +28.4% |
| 1Y | +49.6% | +34.7% | +15.0% | +36.7% |
| 3Y | +69.3% | +60.4% | +8.9% | +46.4% |
| 5Y | +202.9% | +43.5% | +159.5% | +163.4% |
| 10Y | +204.7% | +226.7% | -22.0% | +116.5% |
| All | +4,421.0% | +1,664.8% | +2,756.2% | +1,991.2% |
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