+17.7%
MS vs XLU
+1.0%
+16.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | +5.1% | +2.1% | +3.0% | +5.0% |
| 30D | +5.7% | +5.6% | +0.1% | +5.7% |
| 3M | -12.2% | +0.7% | -12.9% | -12.7% |
| 6M | -0.5% | -0.1% | -0.4% | -1.2% |
| YTD | +9.8% | +5.3% | +4.5% | +7.0% |
| 1Y | +17.7% | +2.2% | +15.6% | +15.7% |
| All | +17.7% | +1.0% | +16.7% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling