+200.7%
XOM vs MS
+111.6%
+89.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | -11.4% | -1.6% | -9.9% | -11.2% |
| 30D | +1.1% | -3.8% | +4.9% | +1.7% |
| 3M | +7.8% | -14.6% | +22.4% | +11.1% |
| 6M | +13.0% | -5.1% | +18.1% | +13.0% |
| YTD | +40.6% | +4.5% | +36.1% | +36.1% |
| 1Y | +49.1% | +13.5% | +35.5% | +40.5% |
| 3Y | +72.9% | +160.4% | -87.5% | +20.3% |
| All | +200.7% | +111.6% | +89.1% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling