+48.3%
XLE vs MS
+49.4%
-1.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.8% |
| 7D | +2.2% | +1.4% | +0.8% | +2.4% |
| 30D | +11.8% | -0.3% | +12.0% | +11.8% |
| 3M | +9.8% | +0.3% | +9.5% | +10.1% |
| 6M | +15.6% | +31.3% | -15.8% | +17.6% |
| YTD | +45.3% | +24.7% | +20.6% | +47.6% |
| 1Y | +48.3% | +47.9% | +0.4% | +45.6% |
| All | +48.3% | +49.4% | -1.1% | +45.6% |
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