+145.1%
MS vs XOP
+156.6%
-11.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +1.4% | +2.6% | -1.2% | +0.5% |
| 30D | -0.3% | +15.4% | -15.7% | -5.1% |
| 3M | +0.3% | +12.1% | -11.8% | -4.0% |
| 6M | +31.3% | +19.7% | +11.7% | +21.1% |
| YTD | +24.7% | +52.4% | -27.7% | +4.0% |
| 1Y | +47.9% | +47.6% | +0.4% | +24.5% |
| 3Y | +178.3% | +34.4% | +144.0% | +138.4% |
| All | +145.1% | +156.6% | -11.6% | +58.1% |
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