+15.6%
XLE vs MA
+10.9%
+4.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -1.0% |
| 7D | +2.2% | -2.7% | +4.9% | +2.0% |
| 30D | +11.8% | +1.5% | +10.2% | +11.9% |
| 3M | +9.8% | +20.4% | -10.6% | +11.7% |
| 6M | +15.6% | +11.1% | +4.4% | +16.9% |
| All | +15.6% | +10.9% | +4.7% | +16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling