+52.7%
XOP vs MAS
+137.9%
-85.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.5% |
| 7D | +2.6% | -0.8% | +3.3% | +2.8% |
| 30D | +15.4% | -5.6% | +21.0% | +17.7% |
| 3M | +12.1% | +4.4% | +7.6% | +7.9% |
| 6M | +19.7% | +7.2% | +12.5% | +12.1% |
| YTD | +52.4% | +16.1% | +36.3% | +36.5% |
| 1Y | +47.6% | +0.1% | +47.5% | +40.9% |
| 3Y | +34.4% | +28.3% | +6.1% | +10.2% |
| 5Y | +154.4% | +30.5% | +123.9% | +99.7% |
| All | +52.7% | +137.9% | -85.2% | -14.8% |
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