+161.9%
XLE vs MA
+89.9%
+72.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -0.2% | -1.8% | +1.5% | +0.3% |
| 30D | -4.0% | +11.0% | -15.0% | -7.1% |
| 3M | +4.6% | +17.9% | -13.2% | -0.6% |
| 6M | +12.3% | +33.2% | -20.8% | +2.5% |
| YTD | +44.5% | +16.5% | +28.1% | +37.3% |
| 1Y | +42.4% | +19.1% | +23.3% | +34.0% |
| 3Y | +67.0% | +70.6% | -3.5% | +37.1% |
| 5Y | +161.9% | +92.1% | +69.8% | +102.0% |
| All | +161.9% | +89.9% | +72.0% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling