+794.2%
MS vs XEL
+147.3%
+646.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.2% |
| 7D | +2.5% | +1.3% | +1.2% | +2.0% |
| 30D | 0.0% | -1.5% | +1.5% | +0.4% |
| 3M | +2.4% | -0.2% | +2.7% | +2.3% |
| 6M | +36.4% | -5.4% | +41.8% | +38.3% |
| YTD | +23.8% | +5.6% | +18.2% | +20.1% |
| 1Y | +48.6% | +10.5% | +38.2% | +41.2% |
| 3Y | +179.1% | +49.2% | +130.0% | +131.7% |
| 5Y | +144.8% | +30.1% | +114.7% | +112.5% |
| 10Y | +794.2% | +146.7% | +647.5% | +744.7% |
| All | +794.2% | +147.3% | +646.9% | +744.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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