+1,332.5%
OXY vs MSI
+4,035.2%
-2,702.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.7% |
| 7D | +1.6% | -3.7% | +5.3% | +2.4% |
| 30D | +11.6% | +6.8% | +4.8% | +9.8% |
| 3M | +2.8% | +14.3% | -11.5% | -0.5% |
| 6M | +13.0% | -1.6% | +14.6% | +12.8% |
| YTD | +47.4% | +22.8% | +24.6% | +39.7% |
| 1Y | +31.5% | -1.1% | +32.6% | +30.7% |
| 3Y | -1.9% | +70.5% | -72.4% | -14.4% |
| 5Y | +148.0% | +102.8% | +45.2% | +106.9% |
| 10Y | +2.3% | +597.4% | -595.2% | -32.3% |
| All | +1,332.5% | +4,035.2% | -2,702.7% | +460.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling