+48.2%
XOP vs MAS
+213.7%
-165.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.5% |
| 7D | -14.7% | +2.0% | -16.7% | -15.6% |
| 30D | -7.7% | +19.4% | -27.1% | -14.2% |
| 3M | +4.4% | +9.4% | -5.0% | -0.1% |
| 6M | +3.5% | +15.3% | -11.8% | -4.9% |
| YTD | +39.4% | +31.3% | +8.1% | +18.1% |
| 1Y | +39.8% | +34.9% | +4.9% | +16.7% |
| 3Y | +29.7% | +58.6% | -28.9% | -3.7% |
| 5Y | +78.6% | +40.7% | +37.9% | +36.8% |
| All | +48.2% | +213.7% | -165.5% | -23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling