+486.1%
MS vs XOP
+69.0%
+417.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | -0.2% |
| 7D | +0.8% | -8.4% | +9.1% | +5.9% |
| 30D | -0.7% | -8.4% | +7.7% | +3.8% |
| 3M | -12.4% | +0.2% | -12.5% | -13.5% |
| 6M | -1.7% | +7.2% | -9.0% | -8.3% |
| YTD | +8.0% | +40.8% | -32.8% | -16.6% |
| 1Y | +16.2% | +36.3% | -20.1% | -8.7% |
| 3Y | +171.3% | +37.2% | +134.1% | +106.9% |
| 5Y | +124.8% | +86.6% | +38.1% | +28.4% |
| 10Y | +553.7% | +44.0% | +509.6% | +240.6% |
| All | +486.1% | +69.0% | +417.0% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling