+1.0%
OXY vs MSI
+68.0%
-67.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.2% |
| 7D | +0.6% | -4.0% | +4.6% | +1.4% |
| 30D | +4.5% | -0.5% | +5.0% | +4.5% |
| 3M | +8.9% | +11.4% | -2.5% | +6.6% |
| 6M | +12.5% | +1.0% | +11.5% | +12.1% |
| YTD | +50.5% | +20.7% | +29.8% | +43.0% |
| 1Y | +38.6% | -2.7% | +41.3% | +39.2% |
| All | +1.0% | +68.0% | -67.1% | -10.4% |
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 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