+162.6%
CVX vs MS
+145.3%
+17.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.4% |
| 7D | +3.3% | +1.4% | +2.0% | +2.9% |
| 30D | +12.9% | -0.3% | +13.1% | +12.8% |
| 3M | +11.7% | +0.3% | +11.4% | +11.1% |
| 6M | +14.1% | +31.3% | -17.2% | +4.2% |
| YTD | +40.7% | +24.7% | +16.0% | +30.0% |
| 1Y | +37.5% | +47.9% | -10.4% | +19.3% |
| 3Y | +43.9% | +178.3% | -134.4% | -3.7% |
| All | +162.6% | +145.3% | +17.3% | +80.1% |
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 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