+34.7%
OXY vs MSI
-1.8%
+36.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | +0.2% |
| 7D | +1.4% | -1.8% | +3.1% | +1.5% |
| 30D | +4.0% | -0.6% | +4.7% | +4.0% |
| 3M | +7.6% | +13.0% | -5.4% | +7.0% |
| 6M | +16.2% | +0.5% | +15.7% | +16.4% |
| YTD | +50.8% | +21.7% | +29.1% | +46.6% |
| 1Y | +34.7% | -2.6% | +37.3% | +32.8% |
| All | +34.7% | -1.8% | +36.5% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling