+58.3%
CVX vs MSTU
-86.5%
+144.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.6% | +9.2% | +0.6% |
| 7D | -0.6% | +16.1% | -16.7% | -0.8% |
| 30D | +13.4% | +68.7% | -55.2% | +12.7% |
| 3M | +11.8% | -11.0% | +22.8% | +11.8% |
| 6M | +12.4% | -33.4% | +45.8% | +12.2% |
| YTD | +41.5% | -59.5% | +101.0% | +41.7% |
| 1Y | +41.6% | -93.4% | +135.0% | +46.7% |
| All | +58.3% | -86.5% | +144.8% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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