+209.5%
CVX vs MAS
+214.3%
-4.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +1.6% | +1.2% | +0.4% | +1.2% |
| 30D | -0.6% | +21.6% | -22.2% | -6.6% |
| 3M | +11.0% | +14.1% | -3.1% | +6.1% |
| 6M | +18.4% | +22.6% | -4.2% | +8.9% |
| YTD | +45.9% | +35.4% | +10.5% | +27.4% |
| 1Y | +46.7% | +37.5% | +9.2% | +27.1% |
| 3Y | +71.6% | +58.3% | +13.3% | +36.2% |
| 5Y | +131.4% | +39.1% | +92.3% | +88.8% |
| All | +209.5% | +214.3% | -4.8% | +74.4% |
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