+86.6%
XOP vs MAS
+42.7%
+44.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | -8.4% | +3.6% | -11.9% | -9.1% |
| 30D | -8.4% | +23.8% | -32.2% | -12.4% |
| 3M | +0.2% | +14.4% | -14.3% | -2.8% |
| 6M | +7.2% | +19.7% | -12.5% | +1.6% |
| YTD | +40.8% | +36.0% | +4.9% | +26.6% |
| 1Y | +36.3% | +40.4% | -4.1% | +21.0% |
| 3Y | +37.2% | +58.9% | -21.7% | +14.5% |
| 5Y | +86.6% | +44.5% | +42.1% | +63.0% |
| All | +86.6% | +42.7% | +44.0% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling