+72.9%
XOM vs MS
+157.8%
-84.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.4% |
| 7D | -11.4% | -1.6% | -9.9% | -11.3% |
| 30D | +1.1% | -3.8% | +4.9% | +1.4% |
| 3M | +7.8% | -14.6% | +22.4% | +9.4% |
| 6M | +13.0% | -5.1% | +18.1% | +12.8% |
| YTD | +40.6% | +4.5% | +36.1% | +37.4% |
| 1Y | +49.1% | +13.5% | +35.5% | +42.8% |
| 3Y | +72.9% | +160.4% | -87.5% | +34.0% |
| All | +72.9% | +157.8% | -84.9% | +34.0% |
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