+152.2%
XLE vs MS
+110.9%
+41.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.9% | +3.0% | -1.2% |
| 7D | -10.3% | -3.4% | -6.9% | -9.5% |
| 30D | -3.3% | -3.9% | +0.6% | -2.4% |
| 3M | +8.2% | -15.9% | +24.1% | +13.6% |
| 6M | +5.0% | -2.5% | +7.5% | +4.2% |
| YTD | +40.6% | +5.1% | +35.5% | +34.5% |
| 1Y | +45.0% | +13.0% | +32.1% | +34.5% |
| 3Y | +56.3% | +160.7% | -104.3% | -0.1% |
| 5Y | +152.2% | +114.0% | +38.2% | +67.4% |
| All | +152.2% | +110.9% | +41.3% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling