+191.6%
XOM vs MSI
+601.8%
-410.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | +1.9% | -1.8% | +3.6% | +2.5% |
| 30D | +4.1% | -0.6% | +4.7% | +4.2% |
| 3M | +10.4% | +13.0% | -2.6% | +5.4% |
| 6M | +13.0% | +0.5% | +12.5% | +11.9% |
| YTD | +40.1% | +21.7% | +18.4% | +28.9% |
| 1Y | +51.1% | -2.6% | +53.7% | +50.7% |
| 3Y | +57.7% | +69.7% | -11.9% | +24.4% |
| 5Y | +264.7% | +102.8% | +161.9% | +161.5% |
| All | +191.6% | +601.8% | -410.3% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling