+76.5%
XOP vs MSI
+123.5%
-47.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.6% |
| 7D | -10.0% | +8.3% | -18.4% | -12.3% |
| 30D | -9.1% | +18.9% | -27.9% | -13.9% |
| 3M | +5.1% | +13.2% | -8.1% | +0.9% |
| 6M | +6.4% | +38.3% | -31.9% | -4.9% |
| YTD | +39.7% | +38.9% | +0.8% | +23.0% |
| 1Y | +37.2% | +36.7% | +0.6% | +21.5% |
| 3Y | +37.6% | +76.6% | -38.9% | +6.6% |
| 5Y | +76.5% | +124.5% | -48.0% | +20.8% |
| All | +76.5% | +123.5% | -47.0% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling