+82.5%
XOP vs MSI
+677.1%
-594.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.4% |
| 7D | +2.6% | -3.7% | +6.3% | +4.4% |
| 30D | +15.4% | +6.8% | +8.6% | +11.5% |
| 3M | +12.1% | +14.3% | -2.2% | +4.3% |
| 6M | +19.7% | -1.6% | +21.3% | +18.7% |
| YTD | +52.4% | +22.8% | +29.6% | +35.1% |
| 1Y | +47.6% | -1.1% | +48.7% | +44.9% |
| 3Y | +34.4% | +70.5% | -36.1% | -1.4% |
| 5Y | +154.4% | +102.8% | +51.6% | +67.9% |
| 10Y | +54.7% | +597.4% | -542.7% | -44.9% |
| All | +82.5% | +677.1% | -594.6% | -61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling