+4,261.5%
XOM vs MSI
+4,035.2%
+226.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | +1.8% | -3.7% | +5.5% | +2.4% |
| 30D | +5.9% | +6.8% | -1.0% | +4.7% |
| 3M | +5.6% | +14.3% | -8.7% | +3.1% |
| 6M | +7.9% | -1.6% | +9.4% | +7.7% |
| YTD | +35.2% | +22.8% | +12.4% | +30.1% |
| 1Y | +46.0% | -1.1% | +47.1% | +45.4% |
| 3Y | +55.0% | +70.5% | -15.4% | +40.5% |
| 5Y | +246.3% | +102.8% | +143.5% | +203.2% |
| 10Y | +181.0% | +597.4% | -416.4% | +104.2% |
| All | +4,261.5% | +4,035.2% | +226.3% | +2,005.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling