+203.8%
CVX vs MAS
+219.8%
-16.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.6% | -0.9% |
| 7D | -8.0% | +4.6% | -12.6% | -9.4% |
| 30D | +2.6% | +19.9% | -17.3% | -3.1% |
| 3M | +15.2% | +8.9% | +6.3% | +11.6% |
| 6M | +12.5% | +20.2% | -7.6% | +4.1% |
| YTD | +43.6% | +33.9% | +9.7% | +25.9% |
| 1Y | +45.0% | +34.7% | +10.3% | +26.6% |
| 3Y | +63.5% | +60.4% | +3.2% | +29.0% |
| 5Y | +126.8% | +43.5% | +83.3% | +81.5% |
| All | +203.8% | +219.8% | -16.0% | +72.5% |
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