+172.2%
CVX vs MSI
+97.7%
+74.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +1.0% | -4.0% | +4.9% | +1.7% |
| 30D | +10.7% | -0.5% | +11.1% | +10.7% |
| 3M | +15.5% | +11.4% | +4.1% | +12.9% |
| 6M | +14.9% | +1.0% | +13.9% | +14.3% |
| YTD | +44.2% | +20.7% | +23.6% | +37.6% |
| 1Y | +43.5% | -2.7% | +46.2% | +43.7% |
| 3Y | +45.0% | +68.2% | -23.2% | +26.3% |
| 5Y | +172.2% | +100.0% | +72.2% | +126.9% |
| All | +172.2% | +97.7% | +74.4% | +126.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling