+174.3%
XLE vs MA
+528.1%
-353.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.3% |
| 7D | +2.2% | -2.7% | +4.9% | +3.6% |
| 30D | +11.8% | +1.5% | +10.2% | +10.8% |
| 3M | +9.8% | +20.4% | -10.6% | -0.7% |
| 6M | +15.6% | +11.1% | +4.4% | +8.3% |
| YTD | +45.3% | +2.0% | +43.3% | +41.7% |
| 1Y | +48.3% | -2.2% | +50.5% | +47.4% |
| 3Y | +55.4% | +41.9% | +13.5% | +23.9% |
| 5Y | +216.1% | +75.4% | +140.7% | +113.7% |
| All | +174.3% | +528.1% | -353.8% | +8.2% |
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