+212.8%
XOM vs MSI
+126.2%
+86.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +2.7% | +2.6% | +0.1% | +2.2% |
| 30D | -2.5% | +18.1% | -20.6% | -5.5% |
| 3M | +7.0% | +13.2% | -6.2% | +4.4% |
| 6M | +14.2% | +36.3% | -22.1% | +7.2% |
| YTD | +43.9% | +39.5% | +4.4% | +33.5% |
| 1Y | +47.9% | +36.9% | +11.0% | +37.8% |
| 3Y | +80.6% | +76.1% | +4.5% | +56.6% |
| 5Y | +212.8% | +123.7% | +89.1% | +151.5% |
| All | +212.8% | +126.2% | +86.5% | +151.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling