+17.3%
OXY vs MSI
+664.3%
-647.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +4.2% | +3.2% | +1.0% | +2.4% |
| 30D | -4.3% | +17.6% | -21.9% | -12.3% |
| 3M | +2.3% | +14.5% | -12.2% | -5.1% |
| 6M | +5.5% | +34.3% | -28.7% | -10.7% |
| YTD | +44.9% | +39.7% | +5.2% | +18.0% |
| 1Y | +42.6% | +40.2% | +2.4% | +16.0% |
| 3Y | +0.7% | +77.1% | -76.4% | -31.3% |
| 5Y | +96.9% | +124.0% | -27.2% | +11.8% |
| All | +17.3% | +664.3% | -647.0% | -56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling