+2,931.4%
XOM vs MS
+5,263.8%
-2,332.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -7.3% | +0.8% | -8.1% | -7.6% |
| 30D | -2.6% | -0.7% | -2.0% | -2.7% |
| 3M | +3.6% | -12.4% | +16.0% | +6.3% |
| 6M | +15.3% | -1.7% | +17.0% | +14.7% |
| YTD | +39.4% | +8.0% | +31.4% | +34.9% |
| 1Y | +43.2% | +16.2% | +26.9% | +36.1% |
| 3Y | +74.9% | +171.3% | -96.3% | +35.5% |
| 5Y | +201.3% | +124.8% | +76.5% | +141.1% |
| 10Y | +188.5% | +553.7% | -365.2% | +83.3% |
| All | +2,931.4% | +5,263.8% | -2,332.3% | +1,041.3% |
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 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