+16.6%
OXY vs MSI
+663.2%
-646.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.5% |
| 7D | +3.6% | +2.6% | +1.0% | +2.2% |
| 30D | -5.3% | +18.1% | -23.4% | -13.4% |
| 3M | +0.2% | +13.2% | -13.0% | -6.4% |
| 6M | +4.7% | +36.3% | -31.5% | -12.1% |
| YTD | +44.0% | +39.5% | +4.5% | +17.4% |
| 1Y | +42.1% | +36.9% | +5.2% | +17.0% |
| 3Y | +1.2% | +76.1% | -74.9% | -30.7% |
| 5Y | +95.7% | +123.7% | -28.0% | +11.2% |
| All | +16.6% | +663.2% | -646.6% | -56.4% |
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