+925.6%
MS vs XLU
+639.2%
+286.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.2% |
| 7D | -1.6% | -0.7% | -0.9% | -0.9% |
| 30D | -3.8% | +4.8% | -8.6% | -8.0% |
| 3M | -14.6% | +0.2% | -14.8% | -15.0% |
| 6M | -5.1% | -4.3% | -0.7% | -2.0% |
| YTD | +4.5% | +3.1% | +1.4% | -0.7% |
| 1Y | +13.5% | +0.3% | +13.2% | +10.6% |
| 3Y | +160.4% | +52.9% | +107.5% | +65.7% |
| 5Y | +112.9% | +49.1% | +63.7% | +34.1% |
| 10Y | +633.4% | +146.6% | +486.8% | +148.5% |
| All | +925.6% | +639.2% | +286.4% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling