+198.8%
CVX vs MTSI
+454.4%
-255.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | -6.2% | -3.8% | -2.4% | -6.1% |
| 30D | -0.4% | -31.4% | +31.0% | +3.6% |
| 3M | +9.3% | -23.8% | +33.1% | +11.5% |
| 6M | +18.4% | -37.1% | +55.5% | +22.4% |
| YTD | +42.5% | +32.2% | +10.2% | +30.3% |
| 1Y | +41.0% | +26.9% | +14.1% | +29.6% |
| 3Y | +67.5% | +193.7% | -126.2% | +29.8% |
| 5Y | +126.1% | +218.0% | -91.9% | +68.4% |
| 10Y | +198.8% | +477.8% | -279.0% | +74.5% |
| All | +198.8% | +454.4% | -255.7% | +74.5% |
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