+542.0%
MS vs XOP
+53.9%
+488.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | +5.1% | +6.3% | -1.3% | +2.5% |
| 30D | +5.7% | -6.6% | +12.3% | +8.1% |
| 3M | -12.2% | +3.6% | -15.7% | -14.0% |
| 6M | -0.5% | +10.8% | -11.3% | -6.0% |
| YTD | +9.8% | +48.3% | -38.4% | -9.7% |
| 1Y | +17.7% | +42.9% | -25.2% | -1.8% |
| 3Y | +176.8% | +43.3% | +133.5% | +127.7% |
| 5Y | +123.7% | +94.0% | +29.7% | +54.2% |
| All | +542.0% | +53.9% | +488.1% | +277.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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