+167.2%
XLE vs MS
+616.2%
-449.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -12.0% | -1.6% | -10.4% | -11.5% |
| 30D | -2.7% | -3.8% | +1.0% | -1.3% |
| 3M | +6.6% | -14.6% | +21.2% | +14.8% |
| 6M | +9.5% | -5.1% | +14.6% | +10.0% |
| YTD | +40.6% | +4.5% | +36.0% | +31.4% |
| 1Y | +43.6% | +13.5% | +30.1% | +27.6% |
| 3Y | +58.1% | +160.4% | -102.3% | -18.4% |
| 5Y | +152.2% | +112.9% | +39.3% | +42.1% |
| All | +167.2% | +616.2% | -449.0% | -26.0% |
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