+198.6%
CVX vs MOS
+6.2%
+192.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.5% |
| 7D | -7.5% | +19.7% | -27.1% | -13.5% |
| 30D | -0.6% | +21.5% | -22.1% | -7.8% |
| 3M | +14.0% | -0.4% | +14.4% | +12.4% |
| 6M | +18.1% | +4.5% | +13.6% | +13.0% |
| YTD | +42.2% | -2.9% | +45.1% | +37.0% |
| 1Y | +41.3% | -7.7% | +49.0% | +38.3% |
| 3Y | +68.3% | -25.6% | +94.0% | +71.0% |
| 5Y | +122.0% | -31.2% | +153.2% | +116.6% |
| 10Y | +198.6% | +2.8% | +195.7% | +92.3% |
| All | +198.6% | +6.2% | +192.4% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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