+47.6%
XOP vs MSI
-0.7%
+48.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | +2.6% | -3.7% | +6.3% | +2.5% |
| 30D | +15.4% | +6.8% | +8.6% | +15.5% |
| 3M | +12.1% | +14.3% | -2.2% | +12.2% |
| 6M | +19.7% | -1.6% | +21.3% | +20.5% |
| YTD | +52.4% | +22.8% | +29.6% | +50.7% |
| 1Y | +47.6% | -1.1% | +48.7% | +44.2% |
| All | +47.6% | -0.7% | +48.3% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling