+149.9%
XLE vs MSCI
+3.6%
+146.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.3% |
| 7D | -12.0% | +2.8% | -14.8% | -12.4% |
| 30D | -2.7% | +15.4% | -18.2% | -5.0% |
| 3M | +6.6% | +13.4% | -6.8% | +4.3% |
| 6M | +9.5% | +10.9% | -1.4% | +7.1% |
| YTD | +40.6% | +13.0% | +27.6% | +36.4% |
| 1Y | +43.6% | +12.0% | +31.6% | +39.6% |
| 3Y | +58.1% | +34.1% | +24.0% | +46.1% |
| All | +149.9% | +3.6% | +146.4% | +140.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling