+72.3%
XOP vs MAS
+432.3%
-360.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.6% | -12.0% | -8.7% |
| 7D | -10.5% | +14.2% | -24.7% | -15.6% |
| 30D | -4.3% | +26.8% | -31.2% | -13.7% |
| 3M | +4.7% | +13.1% | -8.4% | -1.5% |
| 6M | -0.1% | +27.9% | -28.0% | -12.5% |
| YTD | +43.8% | +38.7% | +5.2% | +19.3% |
| 1Y | +45.3% | +40.4% | +4.9% | +19.6% |
| 3Y | +30.2% | +66.1% | -35.9% | -2.8% |
| 5Y | +89.3% | +47.4% | +41.9% | +44.2% |
| 10Y | +56.7% | +238.3% | -181.7% | -18.4% |
| All | +72.3% | +432.3% | -360.0% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling