+283.3%
XOM vs MSCI
+3,197.7%
-2,914.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | -1.5% | -1.9% | +0.4% | -1.0% |
| 30D | -3.2% | +16.5% | -19.6% | -7.0% |
| 3M | +5.0% | +18.2% | -13.2% | +0.3% |
| 6M | +12.9% | +14.0% | -1.1% | +8.1% |
| YTD | +41.3% | +16.6% | +24.7% | +33.7% |
| 1Y | +43.2% | +14.8% | +28.4% | +36.0% |
| 3Y | +77.3% | +33.3% | +44.1% | +58.1% |
| 5Y | +204.8% | +9.1% | +195.7% | +178.6% |
| 10Y | +197.1% | +820.4% | -623.3% | +39.6% |
| All | +283.3% | +3,197.7% | -2,914.3% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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