+48.5%
XOP vs MAS
+219.8%
-171.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -1.6% |
| 7D | -12.7% | +4.6% | -17.3% | -14.4% |
| 30D | -7.6% | +19.9% | -27.5% | -14.2% |
| 3M | +5.8% | +8.9% | -3.1% | +1.5% |
| 6M | -2.7% | +20.2% | -22.9% | -12.2% |
| YTD | +39.7% | +33.9% | +5.8% | +17.5% |
| 1Y | +42.4% | +34.7% | +7.7% | +19.2% |
| 3Y | +26.4% | +60.4% | -33.9% | -6.3% |
| 5Y | +78.9% | +43.5% | +35.5% | +36.1% |
| All | +48.5% | +219.8% | -171.3% | -24.2% |
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 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