+124.8%
MS vs OKE
+77.4%
+47.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.4% |
| 7D | +0.8% | -5.0% | +5.8% | +2.8% |
| 30D | -0.7% | -1.6% | +0.9% | -0.3% |
| 3M | -12.4% | -2.2% | -10.2% | -12.1% |
| 6M | -1.7% | +5.0% | -6.7% | -5.4% |
| YTD | +8.0% | +24.8% | -16.7% | -6.0% |
| 1Y | +16.2% | +35.1% | -18.8% | -3.1% |
| 3Y | +171.3% | +57.5% | +113.8% | +106.8% |
| 5Y | +124.8% | +81.5% | +43.2% | +54.9% |
| All | +124.8% | +77.4% | +47.4% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling