+31.3%
MS vs XLU
-7.3%
+38.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.3% |
| 7D | +1.4% | +0.8% | +0.6% | +1.5% |
| 30D | -0.3% | -1.3% | +1.1% | -0.4% |
| 3M | +0.3% | -1.3% | +1.6% | +0.1% |
| 6M | +31.3% | -7.6% | +39.0% | +29.7% |
| All | +31.3% | -7.3% | +38.6% | +29.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling