+54.6%
XOP vs MSI
-2.5%
+57.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.6% |
| 7D | +1.0% | -4.0% | +4.9% | +0.9% |
| 30D | +10.8% | -0.5% | +11.3% | +10.8% |
| 3M | +19.5% | +11.4% | +8.1% | +19.6% |
| 6M | +21.6% | +1.0% | +20.6% | +22.1% |
| YTD | +55.8% | +20.7% | +35.2% | +54.0% |
| 1Y | +54.6% | -2.7% | +57.3% | +52.4% |
| All | +54.6% | -2.5% | +57.2% | +52.4% |
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