+42.4%
XLE vs MS
+17.9%
+24.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +2.1% |
| 7D | -0.2% | -1.7% | +1.5% | -0.5% |
| 30D | -4.0% | +0.9% | -4.9% | -3.7% |
| 3M | +4.6% | -10.8% | +15.5% | +3.5% |
| 6M | +12.3% | +0.9% | +11.4% | +13.3% |
| YTD | +44.5% | +9.8% | +34.7% | +46.6% |
| 1Y | +42.4% | +17.1% | +25.3% | +43.4% |
| All | +42.4% | +17.9% | +24.5% | +43.4% |
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