+1,123.2%
MS vs XLU
+633.0%
+490.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +1.4% | +0.8% | +0.6% | +0.6% |
| 30D | -0.3% | -1.3% | +1.1% | +0.9% |
| 3M | +0.3% | -1.3% | +1.6% | +1.0% |
| 6M | +31.3% | -7.6% | +39.0% | +39.7% |
| YTD | +24.7% | +2.3% | +22.4% | +19.7% |
| 1Y | +47.9% | +5.8% | +42.1% | +37.1% |
| 3Y | +178.3% | +50.5% | +127.8% | +79.4% |
| 5Y | +144.9% | +44.1% | +100.8% | +59.5% |
| 10Y | +804.5% | +138.2% | +666.3% | +217.2% |
| All | +1,123.2% | +633.0% | +490.2% | +39.3% |
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