+173.9%
XLE vs MS
+575.8%
-402.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +1.0% |
| 7D | -0.2% | -1.7% | +1.5% | +0.6% |
| 30D | -4.0% | +0.9% | -4.9% | -5.0% |
| 3M | +4.6% | -10.8% | +15.5% | +10.2% |
| 6M | +12.3% | +0.9% | +11.4% | +9.2% |
| YTD | +44.5% | +9.8% | +34.7% | +31.6% |
| 1Y | +42.4% | +17.1% | +25.3% | +24.6% |
| 3Y | +67.0% | +175.7% | -108.7% | -16.8% |
| 5Y | +161.9% | +125.9% | +36.1% | +42.2% |
| 10Y | +173.9% | +556.2% | -382.3% | -25.6% |
| All | +173.9% | +575.8% | -402.0% | -25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling