+578.8%
MS vs XEL
+166.2%
+412.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +2.9% |
| 7D | +0.7% | +1.1% | -0.3% | +0.4% |
| 30D | -0.9% | +8.7% | -9.6% | -4.0% |
| 3M | -13.0% | +3.5% | -16.5% | -14.2% |
| 6M | -2.0% | +2.6% | -4.5% | -3.3% |
| YTD | +7.8% | +11.1% | -3.3% | +2.5% |
| 1Y | +17.9% | +2.2% | +15.7% | +15.7% |
| 3Y | +174.8% | +51.1% | +123.7% | +126.2% |
| 5Y | +119.9% | +48.0% | +71.8% | +79.7% |
| 10Y | +578.8% | +175.3% | +403.5% | +552.5% |
| All | +578.8% | +166.2% | +412.6% | +552.5% |
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