+261.8%
XOM vs MSI
+97.7%
+164.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | 0.0% | -4.0% | +4.0% | +0.8% |
| 30D | +3.4% | -0.5% | +3.9% | +3.5% |
| 3M | +11.0% | +11.4% | -0.4% | +8.6% |
| 6M | +10.6% | +1.0% | +9.6% | +10.1% |
| YTD | +39.2% | +20.7% | +18.6% | +33.0% |
| 1Y | +52.7% | -2.7% | +55.4% | +52.8% |
| 3Y | +56.8% | +68.2% | -11.4% | +36.8% |
| 5Y | +261.8% | +100.0% | +161.8% | +204.6% |
| All | +261.8% | +97.7% | +164.1% | +204.6% |
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