+198.6%
CVX vs MAS
+230.1%
-31.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.4% | -2.2% |
| 7D | -7.5% | +3.3% | -10.7% | -8.5% |
| 30D | -0.6% | +25.5% | -26.0% | -7.4% |
| 3M | +14.0% | +11.8% | +2.2% | +9.6% |
| 6M | +18.1% | +21.3% | -3.2% | +9.1% |
| YTD | +42.2% | +37.7% | +4.4% | +23.5% |
| 1Y | +41.3% | +41.0% | +0.3% | +21.5% |
| 3Y | +68.3% | +63.0% | +5.4% | +32.4% |
| 5Y | +122.0% | +44.1% | +77.9% | +78.4% |
| 10Y | +198.6% | +224.3% | -25.7% | +67.4% |
| All | +198.6% | +230.1% | -31.6% | +67.4% |
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