+184.7%
MS vs XEL
+47.7%
+137.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +1.4% | -1.0% | +2.3% | +1.5% |
| 30D | -0.3% | -1.9% | +1.7% | 0.0% |
| 3M | +0.3% | -1.9% | +2.2% | +0.4% |
| 6M | +31.3% | -7.4% | +38.8% | +32.8% |
| YTD | +24.7% | +4.1% | +20.6% | +22.5% |
| 1Y | +47.9% | +8.0% | +39.9% | +43.6% |
| All | +184.7% | +47.7% | +137.0% | +152.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling