+125.6%
CVX vs MOS
-32.4%
+158.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -9.7% | +21.6% | -31.3% | -14.2% |
| 30D | +3.6% | +12.0% | -8.3% | +0.3% |
| 3M | +13.3% | -3.9% | +17.2% | +13.6% |
| 6M | +16.9% | -3.3% | +20.2% | +16.0% |
| YTD | +43.4% | -4.6% | +48.0% | +40.7% |
| 1Y | +44.5% | -7.0% | +51.5% | +42.4% |
| 3Y | +64.0% | -24.4% | +88.4% | +66.0% |
| All | +125.6% | -32.4% | +158.0% | +126.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling