+160.4%
MS vs XEL
+44.3%
+116.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.4% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -3.8% | +10.0% | -13.8% | -5.2% |
| 3M | -14.6% | +4.3% | -18.9% | -15.2% |
| 6M | -5.1% | +0.5% | -5.5% | -5.3% |
| YTD | +4.5% | +10.4% | -5.8% | +1.8% |
| 1Y | +13.5% | +2.0% | +11.6% | +12.7% |
| 3Y | +160.4% | +45.6% | +114.8% | +135.7% |
| All | +160.4% | +44.3% | +116.1% | +135.7% |
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