+61.4%
CVX vs MSTU
-87.2%
+148.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.4% | +7.3% | +2.0% |
| 7D | +1.0% | +12.9% | -11.9% | +0.8% |
| 30D | +10.7% | +68.3% | -57.7% | +9.9% |
| 3M | +15.5% | +0.4% | +15.1% | +15.2% |
| 6M | +14.9% | -41.5% | +56.4% | +14.9% |
| YTD | +44.2% | -61.7% | +105.9% | +44.5% |
| 1Y | +43.5% | -93.7% | +137.2% | +48.7% |
| All | +61.4% | -87.2% | +148.6% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling