+2,957.2%
XOM vs MS
+5,088.7%
-2,131.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.2% |
| 6M | +13.0% | -5.1% | +18.1% | +13.4% |
| YTD | +40.6% | +4.5% | +36.1% | +37.1% |
| 1Y | +49.1% | +13.5% | +35.5% | +42.5% |
| 3Y | +72.9% | +160.4% | -87.5% | +35.1% |
| 5Y | +204.0% | +112.9% | +91.1% | +146.2% |
| 10Y | +205.7% | +633.4% | -427.7% | +90.2% |
| All | +2,957.2% | +5,088.7% | -2,131.5% | +1,059.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling