+4,775.6%
CVX vs MOS
+123.1%
+4,652.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -9.7% | +21.6% | -31.3% | -14.5% |
| 30D | +3.6% | +12.0% | -8.3% | 0.0% |
| 3M | +13.3% | -3.9% | +17.2% | +13.2% |
| 6M | +16.9% | -3.3% | +20.2% | +15.4% |
| YTD | +43.4% | -4.6% | +48.0% | +40.5% |
| 1Y | +44.5% | -7.0% | +51.5% | +42.2% |
| 3Y | +64.0% | -24.4% | +88.4% | +65.8% |
| 5Y | +126.4% | -32.1% | +158.5% | +128.3% |
| 10Y | +209.4% | +10.3% | +199.0% | +156.6% |
| All | +4,775.6% | +123.1% | +4,652.4% | +3,005.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling