+4,683.6%
CVX vs MSI
+4,035.2%
+648.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | +3.3% | -3.7% | +7.0% | +4.0% |
| 30D | +12.9% | +6.8% | +6.1% | +11.5% |
| 3M | +11.7% | +14.3% | -2.6% | +8.9% |
| 6M | +14.1% | -1.6% | +15.7% | +14.0% |
| YTD | +40.7% | +22.8% | +17.9% | +35.0% |
| 1Y | +37.5% | -1.1% | +38.6% | +36.8% |
| 3Y | +43.9% | +70.5% | -26.5% | +29.5% |
| 5Y | +161.5% | +102.8% | +58.7% | +126.5% |
| 10Y | +215.1% | +597.4% | -382.3% | +124.0% |
| All | +4,683.6% | +4,035.2% | +648.4% | +2,191.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling