+163.9%
XLE vs MA
+554.9%
-390.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.2% |
| 7D | -6.7% | +1.8% | -8.5% | -7.7% |
| 30D | -4.4% | +11.8% | -16.2% | -10.0% |
| 3M | +4.0% | +17.2% | -13.2% | -4.5% |
| 6M | +13.2% | +33.4% | -20.2% | -3.3% |
| YTD | +41.9% | +16.1% | +25.7% | +29.1% |
| 1Y | +41.6% | +19.9% | +21.7% | +26.4% |
| 3Y | +64.0% | +70.1% | -6.1% | +18.8% |
| 5Y | +158.1% | +89.6% | +68.5% | +69.3% |
| 10Y | +163.9% | +568.4% | -404.5% | +11.9% |
| All | +163.9% | +554.9% | -390.9% | +11.9% |
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