+203.4%
CVX vs MAS
+213.7%
-10.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.8% | +0.4% |
| 7D | -9.7% | +2.0% | -11.7% | -10.4% |
| 30D | +3.6% | +19.4% | -15.7% | -2.0% |
| 3M | +13.3% | +9.4% | +3.9% | +9.6% |
| 6M | +16.9% | +15.3% | +1.6% | +9.6% |
| YTD | +43.4% | +31.3% | +12.1% | +26.4% |
| 1Y | +44.5% | +34.9% | +9.6% | +25.9% |
| 3Y | +64.0% | +58.6% | +5.4% | +29.7% |
| 5Y | +126.4% | +40.7% | +85.7% | +82.2% |
| All | +203.4% | +213.7% | -10.3% | +73.2% |
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