+37.6%
XOP vs MSI
+76.3%
-38.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.2% |
| 7D | -10.0% | +8.3% | -18.4% | -11.3% |
| 30D | -9.1% | +18.9% | -27.9% | -11.7% |
| 3M | +5.1% | +13.2% | -8.1% | +2.8% |
| 6M | +6.4% | +38.3% | -31.9% | -0.3% |
| YTD | +39.7% | +38.9% | +0.8% | +29.0% |
| 1Y | +37.2% | +36.7% | +0.6% | +27.2% |
| 3Y | +37.6% | +76.6% | -38.9% | +17.6% |
| All | +37.6% | +76.3% | -38.7% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling