+51.7%
XOP vs MSI
+664.3%
-612.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +6.3% | +3.2% | +3.1% | +4.7% |
| 30D | -6.6% | +17.6% | -24.2% | -13.8% |
| 3M | +3.6% | +14.5% | -11.0% | -3.3% |
| 6M | +10.8% | +34.3% | -23.5% | -5.2% |
| YTD | +48.3% | +39.7% | +8.5% | +22.5% |
| 1Y | +42.9% | +40.2% | +2.8% | +17.9% |
| 3Y | +43.3% | +77.1% | -33.9% | +0.8% |
| 5Y | +94.0% | +124.0% | -30.1% | +16.4% |
| All | +51.7% | +664.3% | -612.7% | -42.8% |
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