+203.4%
CVX vs MS
+616.2%
-412.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.1% |
| 7D | -9.7% | -1.6% | -8.2% | -9.3% |
| 30D | +3.6% | -3.8% | +7.4% | +5.0% |
| 3M | +13.3% | -14.6% | +27.9% | +21.3% |
| 6M | +16.9% | -5.1% | +22.0% | +17.2% |
| YTD | +43.4% | +4.5% | +38.9% | +34.6% |
| 1Y | +44.5% | +13.5% | +30.9% | +29.3% |
| 3Y | +64.0% | +160.4% | -96.4% | -12.3% |
| 5Y | +126.4% | +112.9% | +13.6% | +31.1% |
| All | +203.4% | +616.2% | -412.8% | -9.1% |
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