+130.0%
CVX vs MTSI
+206.4%
-76.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.6% | +7.2% | +1.9% |
| 7D | +3.4% | +10.0% | -6.6% | +2.9% |
| 30D | -1.0% | -20.3% | +19.4% | -0.2% |
| 3M | +12.2% | -24.4% | +36.6% | +13.1% |
| 6M | +20.3% | -39.2% | +59.5% | +22.6% |
| YTD | +48.3% | +35.5% | +12.8% | +38.9% |
| 1Y | +46.9% | +43.0% | +3.9% | +36.5% |
| 3Y | +73.1% | +196.3% | -123.1% | +41.5% |
| All | +130.0% | +206.4% | -76.4% | +74.4% |
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