+553.7%
MS vs XEL
+176.3%
+377.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +0.8% | +1.7% | -0.9% | +0.2% |
| 30D | -0.7% | +8.6% | -9.3% | -3.7% |
| 3M | -12.4% | +5.1% | -17.4% | -14.1% |
| 6M | -1.7% | +2.5% | -4.2% | -3.1% |
| YTD | +8.0% | +11.0% | -2.9% | +2.7% |
| 1Y | +16.2% | +2.7% | +13.5% | +13.8% |
| 3Y | +171.3% | +49.7% | +121.6% | +123.9% |
| 5Y | +124.8% | +46.1% | +78.6% | +84.5% |
| 10Y | +553.7% | +181.5% | +372.1% | +515.7% |
| All | +553.7% | +176.3% | +377.4% | +515.7% |
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