+91.8%
OXY vs MSI
+128.3%
-36.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | -0.2% | +7.7% | -7.8% | -2.2% |
| 30D | -6.4% | +19.9% | -26.3% | -11.1% |
| 3M | -2.6% | +14.9% | -17.6% | -6.5% |
| 6M | +4.8% | +37.2% | -32.5% | -4.8% |
| YTD | +41.2% | +40.8% | +0.4% | +25.9% |
| 1Y | +39.5% | +38.1% | +1.4% | +25.2% |
| 3Y | -0.8% | +77.7% | -78.5% | -20.2% |
| All | +91.8% | +128.3% | -36.5% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling