+15,835.0%
OKE vs MSI
+3,963.1%
+11,871.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.6% |
| 7D | -0.2% | -4.0% | +3.8% | +0.7% |
| 30D | +6.1% | -0.5% | +6.5% | +6.1% |
| 3M | +10.4% | +11.4% | -1.0% | +7.6% |
| 6M | +14.2% | +1.0% | +13.2% | +13.3% |
| YTD | +35.3% | +20.7% | +14.7% | +29.0% |
| 1Y | +40.6% | -2.7% | +43.3% | +40.4% |
| 3Y | +72.2% | +68.2% | +4.0% | +52.0% |
| 5Y | +139.6% | +100.0% | +39.7% | +103.0% |
| 10Y | +259.1% | +596.9% | -337.8% | +143.1% |
| All | +15,835.0% | +3,963.1% | +11,871.8% | +7,036.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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