+1,021.9%
XLE vs MS
+986.5%
+35.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.2% | -9.0% | -6.0% |
| 7D | -7.2% | +2.6% | -9.8% | -8.0% |
| 30D | +0.1% | +2.6% | -2.5% | -0.9% |
| 3M | +9.2% | -10.1% | +19.3% | +12.1% |
| 6M | +8.4% | +4.4% | +4.0% | +5.9% |
| YTD | +44.9% | +11.7% | +33.1% | +37.6% |
| 1Y | +49.9% | +20.9% | +28.9% | +38.8% |
| 3Y | +61.1% | +177.1% | -116.0% | +15.0% |
| 5Y | +163.4% | +127.7% | +35.6% | +97.1% |
| 10Y | +181.4% | +684.1% | -502.7% | +50.6% |
| All | +1,021.9% | +986.5% | +35.4% | +303.4% |
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 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