+49.9%
XLE vs MA
+24.3%
+25.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.9% | -8.7% | -4.2% |
| 7D | -7.2% | +10.2% | -17.4% | -6.2% |
| 30D | +0.1% | +19.3% | -19.2% | +1.7% |
| 3M | +9.2% | +18.0% | -8.8% | +10.8% |
| 6M | +8.4% | +33.7% | -25.3% | +11.6% |
| YTD | +44.9% | +18.6% | +26.3% | +47.2% |
| 1Y | +49.9% | +22.5% | +27.4% | +52.7% |
| All | +49.9% | +24.3% | +25.6% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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