+957.6%
MS vs XLU
+650.6%
+307.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +1.7% |
| 7D | +0.7% | +0.3% | +0.5% | +0.5% |
| 30D | -0.9% | +5.7% | -6.7% | -6.1% |
| 3M | -13.0% | +1.2% | -14.1% | -14.2% |
| 6M | -2.0% | -0.7% | -1.2% | -2.3% |
| YTD | +7.8% | +4.7% | +3.1% | +1.0% |
| 1Y | +17.9% | +0.4% | +17.4% | +14.8% |
| 3Y | +174.8% | +59.6% | +115.2% | +67.7% |
| 5Y | +119.9% | +52.9% | +66.9% | +35.2% |
| 10Y | +578.8% | +153.5% | +425.4% | +124.5% |
| All | +957.6% | +650.6% | +307.0% | +17.6% |
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