+2,839.3%
XOM vs MS
+6,088.6%
-3,249.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | +1.8% | +1.4% | +0.4% | +1.4% |
| 30D | +5.9% | -0.3% | +6.1% | +5.8% |
| 3M | +5.6% | +0.3% | +5.3% | +5.1% |
| 6M | +7.9% | +31.3% | -23.5% | +0.6% |
| YTD | +35.2% | +24.7% | +10.5% | +27.1% |
| 1Y | +46.0% | +47.9% | -1.9% | +31.8% |
| 3Y | +55.0% | +178.3% | -123.3% | +19.6% |
| 5Y | +246.3% | +144.9% | +101.4% | +172.7% |
| 10Y | +181.0% | +804.5% | -623.6% | +67.5% |
| All | +2,839.3% | +6,088.6% | -3,249.3% | +975.4% |
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