+64.0%
CVX vs MSI
+77.7%
-13.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -9.7% | +4.7% | -14.4% | -10.3% |
| 30D | +3.6% | +14.8% | -11.1% | +1.8% |
| 3M | +13.3% | +8.8% | +4.5% | +12.1% |
| 6M | +16.9% | +19.3% | -2.4% | +14.0% |
| YTD | +43.4% | +35.3% | +8.1% | +36.1% |
| 1Y | +44.5% | +33.8% | +10.7% | +37.4% |
| 3Y | +64.0% | +74.4% | -10.5% | +57.8% |
| All | +64.0% | +77.7% | -13.7% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 3y: compounded portfolio wealth divided by compounded MSI 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…
3y analysis · Full analysis span regression · 6 months rolling