+4,743.7%
CVX vs MSI
+4,571.4%
+172.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -6.2% | +7.4% | -13.6% | -7.4% |
| 30D | -0.4% | +18.7% | -19.1% | -3.3% |
| 3M | +9.3% | +14.5% | -5.1% | +6.7% |
| 6M | +18.4% | +38.1% | -19.7% | +11.5% |
| YTD | +42.5% | +38.7% | +3.7% | +33.7% |
| 1Y | +41.0% | +35.4% | +5.6% | +32.9% |
| 3Y | +67.5% | +75.1% | -7.6% | +50.0% |
| 5Y | +126.1% | +126.4% | -0.3% | +92.0% |
| 10Y | +198.8% | +671.4% | -472.6% | +108.4% |
| All | +4,743.7% | +4,571.4% | +172.3% | +2,170.1% |
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