+47.0%
CVX vs MTSI
+59.5%
-12.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.8% |
| 7D | -5.3% | -10.7% | +5.3% | -6.1% |
| 30D | +5.1% | -29.0% | +34.1% | +2.5% |
| 3M | +14.9% | -14.7% | +29.6% | +14.2% |
| 6M | +14.9% | -20.1% | +34.9% | +13.9% |
| YTD | +46.3% | +36.1% | +10.2% | +49.4% |
| 1Y | +47.0% | +61.7% | -14.7% | +50.2% |
| All | +47.0% | +59.5% | -12.5% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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