+130.0%
CVX vs MOS
-33.6%
+163.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | +3.4% | -2.0% | +5.4% | +3.8% |
| 30D | -1.0% | +15.3% | -16.3% | -4.8% |
| 3M | +12.2% | +1.5% | +10.7% | +10.9% |
| 6M | +20.3% | -2.0% | +22.3% | +18.9% |
| YTD | +48.3% | -6.5% | +54.8% | +46.1% |
| 1Y | +46.9% | -11.1% | +58.0% | +46.5% |
| 3Y | +73.1% | -30.3% | +103.4% | +79.6% |
| All | +130.0% | -33.6% | +163.6% | +132.7% |
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