+60.6%
CVX vs MSTZ
-99.1%
+159.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.6% | -7.1% | -0.4% |
| 7D | +0.7% | +24.8% | -24.1% | +0.9% |
| 30D | +9.1% | -59.2% | +68.4% | +8.4% |
| 3M | +13.1% | -56.9% | +69.9% | +12.7% |
| 6M | +16.3% | -57.6% | +73.8% | +16.0% |
| YTD | +43.5% | -73.6% | +117.1% | +43.3% |
| 1Y | +40.2% | -15.6% | +55.7% | +43.9% |
| All | +60.6% | -99.1% | +159.7% | +62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling