+125.9%
MS vs XOP
+90.1%
+35.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.8% |
| 7D | -1.7% | +0.5% | -2.2% | -1.8% |
| 30D | +0.9% | -7.3% | +8.2% | +3.0% |
| 3M | -10.8% | +1.4% | -12.2% | -11.9% |
| 6M | +0.9% | +7.8% | -6.9% | -3.0% |
| YTD | +9.8% | +44.5% | -34.7% | -7.3% |
| 1Y | +17.1% | +37.0% | -20.0% | +0.8% |
| 3Y | +175.7% | +40.8% | +134.9% | +131.1% |
| 5Y | +125.9% | +88.7% | +37.2% | +70.4% |
| All | +125.9% | +90.1% | +35.8% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling