-1.8%
OXY vs MSI
+77.7%
-79.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.3% |
| 7D | -0.2% | +7.7% | -7.8% | -1.5% |
| 30D | -6.4% | +19.9% | -26.3% | -9.4% |
| 3M | -2.6% | +14.9% | -17.6% | -5.1% |
| 6M | +4.8% | +37.2% | -32.5% | -1.5% |
| YTD | +41.2% | +40.8% | +0.4% | +30.4% |
| 1Y | +39.5% | +38.1% | +1.4% | +29.4% |
| All | -1.8% | +77.7% | -79.6% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling