+130.0%
CVX vs MS
+123.3%
+6.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.5% |
| 7D | +3.4% | +5.1% | -1.7% | +2.2% |
| 30D | -1.0% | +5.7% | -6.6% | -2.5% |
| 3M | +12.2% | -12.2% | +24.4% | +15.5% |
| 6M | +20.3% | -0.5% | +20.8% | +19.1% |
| YTD | +48.3% | +9.8% | +38.5% | +41.4% |
| 1Y | +46.9% | +17.7% | +29.2% | +36.7% |
| 3Y | +73.1% | +176.8% | -103.7% | +15.2% |
| All | +130.0% | +123.3% | +6.7% | +58.9% |
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