+125.6%
CVX vs MS
+111.6%
+14.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | -9.7% | -1.6% | -8.2% | -9.5% |
| 30D | +3.6% | -3.8% | +7.4% | +4.4% |
| 3M | +13.3% | -14.6% | +27.9% | +17.4% |
| 6M | +16.9% | -5.1% | +22.0% | +16.9% |
| YTD | +43.4% | +4.5% | +38.9% | +38.3% |
| 1Y | +44.5% | +13.5% | +30.9% | +35.3% |
| 3Y | +64.0% | +160.4% | -96.4% | +10.8% |
| All | +125.6% | +111.6% | +14.0% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling