+181.3%
MS vs OXY
-2.9%
+184.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +1.4% | +1.6% | -0.2% | +1.1% |
| 30D | -0.3% | +11.6% | -11.8% | -2.2% |
| 3M | +0.3% | +2.8% | -2.5% | -0.3% |
| 6M | +31.3% | +13.0% | +18.3% | +25.9% |
| YTD | +24.7% | +47.4% | -22.7% | +9.5% |
| 1Y | +47.9% | +31.5% | +16.4% | +34.6% |
| All | +181.3% | -2.9% | +184.2% | +170.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling