+112.4%
MS vs XOP
+76.5%
+35.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -1.6% | -14.7% | +13.2% | +3.4% |
| 30D | -3.8% | -7.7% | +3.9% | -1.7% |
| 3M | -14.6% | +4.4% | -19.0% | -16.5% |
| 6M | -5.1% | +3.5% | -8.6% | -7.5% |
| YTD | +4.5% | +39.4% | -34.9% | -10.8% |
| 1Y | +13.5% | +39.8% | -26.2% | -3.3% |
| 3Y | +160.4% | +29.7% | +130.7% | +124.2% |
| All | +112.4% | +76.5% | +35.9% | +64.7% |
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