+48.2%
XOP vs MAS
+214.9%
-166.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.4% |
| 7D | -14.7% | +2.4% | -17.1% | -15.7% |
| 30D | -7.7% | +19.8% | -27.5% | -14.3% |
| 3M | +4.4% | +9.8% | -5.4% | -0.2% |
| 6M | +3.5% | +15.8% | -12.2% | -5.1% |
| YTD | +39.4% | +31.8% | +7.6% | +18.0% |
| 1Y | +39.8% | +35.4% | +4.4% | +16.5% |
| 3Y | +29.7% | +59.2% | -29.6% | -3.8% |
| 5Y | +78.6% | +41.2% | +37.3% | +36.6% |
| All | +48.2% | +214.9% | -166.7% | -23.9% |
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