+49.9%
XLE vs MS
+22.2%
+27.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.2% | -9.0% | -4.1% |
| 7D | -7.2% | +2.6% | -9.8% | -6.7% |
| 30D | +0.1% | +2.6% | -2.5% | +0.7% |
| 3M | +9.2% | -10.1% | +19.3% | +8.2% |
| 6M | +8.4% | +4.4% | +4.0% | +9.7% |
| YTD | +44.9% | +11.7% | +33.1% | +47.4% |
| 1Y | +49.9% | +20.9% | +28.9% | +51.6% |
| All | +49.9% | +22.2% | +27.7% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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