+553.7%
MS vs OXY
+11.9%
+541.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.3% |
| 7D | +0.8% | -5.8% | +6.6% | +2.3% |
| 30D | -0.7% | -5.3% | +4.6% | +0.5% |
| 3M | -12.4% | -2.5% | -9.8% | -12.3% |
| 6M | -1.7% | +8.3% | -10.0% | -5.1% |
| YTD | +8.0% | +40.3% | -32.3% | -4.5% |
| 1Y | +16.2% | +38.8% | -22.6% | +2.9% |
| 3Y | +171.3% | -1.4% | +172.7% | +160.5% |
| 5Y | +124.8% | +92.2% | +32.5% | +68.8% |
| 10Y | +553.7% | +13.7% | +540.0% | +364.8% |
| All | +553.7% | +11.9% | +541.8% | +364.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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