+41.6%
XLE vs MA
+20.1%
+21.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.5% |
| 7D | -6.7% | +1.8% | -8.5% | -6.4% |
| 30D | -4.4% | +11.8% | -16.2% | -3.4% |
| 3M | +4.0% | +17.2% | -13.2% | +5.4% |
| 6M | +13.2% | +33.4% | -20.2% | +16.4% |
| YTD | +41.9% | +16.1% | +25.7% | +43.8% |
| 1Y | +41.6% | +19.9% | +21.7% | +43.9% |
| All | +41.6% | +20.1% | +21.6% | +43.9% |
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 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