+41.6%
XLE vs MSI
+36.5%
+5.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -6.7% | +7.4% | -14.1% | -6.9% |
| 30D | -4.4% | +18.7% | -23.1% | -5.1% |
| 3M | +4.0% | +14.5% | -10.5% | +3.3% |
| 6M | +13.2% | +38.1% | -24.9% | +11.1% |
| YTD | +41.9% | +38.7% | +3.2% | +34.3% |
| 1Y | +41.6% | +35.4% | +6.2% | +31.0% |
| All | +41.6% | +36.5% | +5.1% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling