+162.6%
CVX vs MTSI
+320.9%
-158.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.7% | -1.5% |
| 7D | +3.3% | +1.4% | +2.0% | +3.3% |
| 30D | +12.9% | +2.1% | +10.8% | +12.4% |
| 3M | +11.7% | -29.7% | +41.4% | +13.8% |
| 6M | +14.1% | +12.5% | +1.6% | +10.8% |
| YTD | +40.7% | +57.0% | -16.3% | +31.2% |
| 1Y | +37.5% | +103.9% | -66.4% | +23.7% |
| 3Y | +43.9% | +223.6% | -179.6% | +17.8% |
| All | +162.6% | +320.9% | -158.3% | +92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling