+31.3%
MS vs XOP
+22.8%
+8.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | 0.0% |
| 7D | +1.4% | +2.6% | -1.2% | +2.1% |
| 30D | -0.3% | +15.4% | -15.7% | +3.9% |
| 3M | +0.3% | +12.1% | -11.8% | +3.8% |
| 6M | +31.3% | +19.7% | +11.7% | +38.7% |
| All | +31.3% | +22.8% | +8.5% | +38.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling