+79.6%
XOM vs MS
+177.9%
-98.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +2.8% | +5.1% | -2.2% | +2.4% |
| 30D | -3.6% | +5.7% | -9.3% | -4.1% |
| 3M | +8.2% | -12.2% | +20.4% | +9.6% |
| 6M | +14.0% | -0.5% | +14.5% | +13.4% |
| YTD | +44.6% | +9.8% | +34.8% | +40.8% |
| 1Y | +47.8% | +17.7% | +30.0% | +41.4% |
| 3Y | +79.6% | +176.8% | -97.3% | +36.9% |
| All | +79.6% | +177.9% | -98.3% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling