+810.2%
MS vs XOP
+52.0%
+758.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +1.4% | +2.6% | -1.2% | +0.3% |
| 30D | -0.3% | +15.4% | -15.7% | -6.1% |
| 3M | +0.3% | +12.1% | -11.8% | -4.9% |
| 6M | +31.3% | +19.7% | +11.7% | +19.6% |
| YTD | +24.7% | +52.4% | -27.7% | +2.0% |
| 1Y | +47.9% | +47.6% | +0.4% | +22.2% |
| 3Y | +178.3% | +34.4% | +144.0% | +136.1% |
| 5Y | +144.9% | +154.4% | -9.5% | +50.1% |
| All | +810.2% | +52.0% | +758.2% | +435.4% |
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