+1,024.7%
XLE vs MS
+1,112.1%
-87.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | +2.2% | +1.4% | +0.8% | +1.8% |
| 30D | +11.8% | -0.3% | +12.0% | +11.7% |
| 3M | +9.8% | +0.3% | +9.5% | +9.2% |
| 6M | +15.6% | +31.3% | -15.8% | +5.4% |
| YTD | +45.3% | +24.7% | +20.6% | +34.0% |
| 1Y | +48.3% | +47.9% | +0.4% | +29.7% |
| 3Y | +55.4% | +178.3% | -122.9% | +11.0% |
| 5Y | +216.1% | +144.9% | +71.2% | +132.4% |
| 10Y | +178.4% | +804.5% | -626.1% | +43.5% |
| All | +1,024.7% | +1,112.1% | -87.4% | +292.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling