+203.4%
CVX vs MTSI
+448.7%
-245.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.8% | -11.0% | -1.5% |
| 7D | -9.7% | -10.0% | +0.3% | -8.8% |
| 30D | +3.6% | -37.2% | +40.8% | +9.0% |
| 3M | +13.3% | -30.1% | +43.4% | +16.8% |
| 6M | +16.9% | -31.9% | +48.8% | +19.2% |
| YTD | +43.4% | +23.2% | +20.2% | +32.4% |
| 1Y | +44.5% | +26.4% | +18.1% | +32.6% |
| 3Y | +64.0% | +186.2% | -122.2% | +27.2% |
| 5Y | +126.4% | +187.0% | -60.6% | +71.2% |
| All | +203.4% | +448.7% | -245.3% | +80.6% |
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