+5,256.1%
MS vs XEL
+1,414.6%
+3,841.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.2% |
| 7D | -1.6% | -0.2% | -1.4% | -1.4% |
| 30D | -3.8% | +10.0% | -13.8% | -7.9% |
| 3M | -14.6% | +4.3% | -18.9% | -16.4% |
| 6M | -5.1% | +0.5% | -5.5% | -5.8% |
| YTD | +4.5% | +10.4% | -5.8% | -1.3% |
| 1Y | +13.5% | +2.0% | +11.6% | +11.0% |
| 3Y | +160.4% | +45.6% | +114.8% | +112.1% |
| 5Y | +112.9% | +46.6% | +66.2% | +70.0% |
| 10Y | +633.4% | +168.3% | +465.1% | +328.3% |
| All | +5,256.1% | +1,414.6% | +3,841.5% | +1,344.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling