+198.6%
CVX vs MTSI
+512.4%
-313.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.0% | -9.9% | -2.0% |
| 7D | -7.5% | +3.5% | -11.0% | -8.2% |
| 30D | -0.6% | -30.3% | +29.7% | +3.2% |
| 3M | +14.0% | -26.0% | +40.0% | +16.7% |
| 6M | +18.1% | -36.1% | +54.2% | +21.9% |
| YTD | +42.2% | +34.3% | +7.9% | +29.8% |
| 1Y | +41.3% | +35.3% | +6.1% | +28.6% |
| 3Y | +68.3% | +217.6% | -149.3% | +28.7% |
| 5Y | +122.0% | +210.1% | -88.1% | +66.2% |
| 10Y | +198.6% | +471.4% | -272.9% | +73.9% |
| All | +198.6% | +512.4% | -313.8% | +73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling