+47.0%
CVX vs MSTZ
-63.1%
+110.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.6% | +5.9% | -3.5% |
| 7D | -5.3% | +0.7% | -6.1% | -5.3% |
| 30D | +5.1% | +16.6% | -11.5% | +4.7% |
| 3M | +14.9% | -74.7% | +89.6% | +16.1% |
| 6M | +14.9% | -43.9% | +58.8% | +15.6% |
| YTD | +46.3% | -84.0% | +130.4% | +48.8% |
| 1Y | +47.0% | -65.1% | +112.1% | +50.4% |
| All | +47.0% | -63.1% | +110.1% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling