+3,631.4%
CVX vs MS
+5,088.7%
-1,457.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.3% |
| YTD | +43.4% | +4.5% | +38.9% | +39.5% |
| 1Y | +44.5% | +13.5% | +30.9% | +37.5% |
| 3Y | +64.0% | +160.4% | -96.4% | +25.1% |
| 5Y | +126.4% | +112.9% | +13.6% | +79.7% |
| 10Y | +209.4% | +633.4% | -424.0% | +84.5% |
| All | +3,631.4% | +5,088.7% | -1,457.4% | +1,155.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling