+542.0%
MS vs OKE
+243.0%
+299.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.4% |
| 7D | +5.1% | +5.4% | -0.3% | +3.0% |
| 30D | +5.7% | -1.3% | +7.0% | +6.0% |
| 3M | -12.2% | -2.0% | -10.1% | -11.9% |
| 6M | -0.5% | +3.4% | -3.9% | -3.1% |
| YTD | +9.8% | +28.2% | -18.3% | -3.3% |
| 1Y | +17.7% | +35.7% | -17.9% | +1.2% |
| 3Y | +176.8% | +61.0% | +115.8% | +120.5% |
| 5Y | +123.7% | +85.8% | +37.9% | +65.8% |
| All | +542.0% | +243.0% | +299.0% | +263.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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