+198.6%
CVX vs MS
+614.4%
-415.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -2.4% |
| 7D | -7.5% | +0.7% | -8.2% | -8.0% |
| 30D | -0.6% | -0.9% | +0.4% | -0.7% |
| 3M | +14.0% | -13.0% | +27.0% | +20.9% |
| 6M | +18.1% | -2.0% | +20.1% | +16.6% |
| YTD | +42.2% | +7.8% | +34.4% | +31.4% |
| 1Y | +41.3% | +17.9% | +23.5% | +24.1% |
| 3Y | +68.3% | +174.8% | -106.4% | -12.8% |
| 5Y | +122.0% | +119.9% | +2.2% | +26.1% |
| 10Y | +198.6% | +578.8% | -380.3% | -13.4% |
| All | +198.6% | +614.4% | -415.9% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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