+5,256.1%
MS vs OXY
+1,590.6%
+3,665.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | -11.9% | +10.4% | +3.8% |
| 30D | -3.8% | -3.1% | -0.6% | -2.9% |
| 3M | -14.6% | +1.1% | -15.7% | -15.9% |
| 6M | -5.1% | +3.2% | -8.3% | -8.5% |
| YTD | +4.5% | +39.0% | -34.5% | -14.1% |
| 1Y | +13.5% | +42.7% | -29.1% | -8.0% |
| 3Y | +160.4% | -3.5% | +163.9% | +144.4% |
| 5Y | +112.9% | +81.3% | +31.5% | +33.8% |
| 10Y | +633.4% | +11.2% | +622.2% | +309.3% |
| All | +5,256.1% | +1,590.6% | +3,665.5% | +1,246.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling