+174.3%
XLE vs MSCI
+610.9%
-436.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +11.8% | +0.6% | +11.2% | +11.5% |
| 3M | +9.8% | -7.1% | +16.9% | +11.6% |
| 6M | +15.6% | +0.8% | +14.7% | +14.1% |
| YTD | +45.3% | +1.0% | +44.3% | +42.5% |
| 1Y | +48.3% | +4.3% | +44.0% | +43.3% |
| 3Y | +55.4% | +9.9% | +45.5% | +44.1% |
| 5Y | +216.1% | -6.8% | +222.9% | +200.8% |
| All | +174.3% | +610.9% | -436.6% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling