+58.1%
XLE vs MS
+159.2%
-101.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.9% | +3.0% | -1.8% |
| 7D | -10.3% | -3.4% | -6.9% | -9.7% |
| 30D | -3.3% | -3.9% | +0.6% | -2.7% |
| 3M | +8.2% | -15.9% | +24.1% | +12.1% |
| 6M | +5.0% | -2.5% | +7.5% | +4.2% |
| YTD | +40.6% | +5.1% | +35.5% | +35.4% |
| 1Y | +45.0% | +13.0% | +32.1% | +35.8% |
| All | +58.1% | +159.2% | -101.1% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling