+167.2%
XLE vs MA
+561.7%
-394.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -12.0% | +2.3% | -14.3% | -13.2% |
| 30D | -2.7% | +14.7% | -17.4% | -9.6% |
| 3M | +6.6% | +13.5% | -6.9% | -0.6% |
| 6M | +9.5% | +33.1% | -23.6% | -6.3% |
| YTD | +40.6% | +15.1% | +25.5% | +28.5% |
| 1Y | +43.6% | +18.7% | +24.9% | +28.8% |
| 3Y | +58.1% | +72.1% | -14.0% | +13.7% |
| 5Y | +152.2% | +92.8% | +59.4% | +63.3% |
| All | +167.2% | +561.7% | -394.5% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling