+249.5%
CVX vs MTSI
+1,004.6%
-755.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.8% | -11.0% | -1.5% |
| 7D | -9.7% | -10.0% | +0.3% | -8.9% |
| 30D | +3.6% | -37.2% | +40.8% | +8.8% |
| 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% | +33.3% |
| 1Y | +44.5% | +26.4% | +18.1% | +33.5% |
| 3Y | +64.0% | +186.2% | -122.2% | +30.2% |
| 5Y | +126.4% | +187.0% | -60.6% | +75.7% |
| 10Y | +209.4% | +460.4% | -251.0% | +92.1% |
| All | +249.5% | +1,004.6% | -755.1% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling