+242.9%
CVX vs MTSI
+1,308.1%
-1,065.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.7% | -1.7% |
| 7D | +3.3% | +1.4% | +2.0% | +3.1% |
| 30D | +12.9% | +2.1% | +10.8% | +12.1% |
| 3M | +11.7% | -29.7% | +41.4% | +15.6% |
| 6M | +14.1% | +12.5% | +1.6% | +9.7% |
| YTD | +40.7% | +57.0% | -16.3% | +28.4% |
| 1Y | +37.5% | +103.9% | -66.4% | +20.1% |
| 3Y | +43.9% | +223.6% | -179.6% | +14.1% |
| 5Y | +161.5% | +321.6% | -160.1% | +94.8% |
| 10Y | +215.1% | +517.7% | -302.6% | +95.1% |
| All | +242.9% | +1,308.1% | -1,065.2% | +92.9% |
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