+66.0%
CVX vs MSTZ
-99.2%
+165.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.3% | +1.7% |
| 7D | +3.4% | +30.8% | -27.3% | +3.5% |
| 30D | -1.0% | +41.2% | -42.2% | -0.8% |
| 3M | +12.2% | -60.9% | +73.1% | +11.4% |
| 6M | +20.3% | -15.7% | +36.0% | +21.2% |
| YTD | +48.3% | -75.2% | +123.5% | +48.0% |
| 1Y | +46.9% | -59.8% | +106.7% | +48.3% |
| All | +66.0% | -99.2% | +165.1% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling