+198.8%
CVX vs MOS
+3.2%
+195.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -6.2% | +24.8% | -31.0% | -13.6% |
| 30D | -0.4% | +22.7% | -23.0% | -7.9% |
| 3M | +9.3% | -1.2% | +10.5% | +8.1% |
| 6M | +18.4% | +5.5% | +12.8% | +12.9% |
| YTD | +42.5% | -2.0% | +44.4% | +36.8% |
| 1Y | +41.0% | -7.9% | +49.0% | +38.2% |
| 3Y | +67.5% | -25.0% | +92.5% | +69.6% |
| 5Y | +126.1% | -27.7% | +153.8% | +116.4% |
| 10Y | +198.8% | -1.6% | +200.3% | +92.6% |
| All | +198.8% | +3.2% | +195.6% | +92.6% |
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