+204.0%
XOM vs MS
+544.7%
-340.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.2% |
| 7D | +2.7% | +3.7% | -1.0% | +1.1% |
| 30D | -2.5% | +2.0% | -4.4% | -3.7% |
| 3M | +7.0% | -12.6% | +19.5% | +12.3% |
| 6M | +14.2% | -0.3% | +14.5% | +12.1% |
| YTD | +43.9% | +9.0% | +34.9% | +33.7% |
| 1Y | +47.9% | +13.9% | +34.0% | +34.3% |
| 3Y | +80.6% | +173.6% | -93.0% | +1.6% |
| 5Y | +212.8% | +122.0% | +90.8% | +89.9% |
| All | +204.0% | +544.7% | -340.7% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling