+537.0%
MS vs MXL
+176.8%
+360.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | +3.7% | +33.1% | -29.4% | -1.5% |
| 30D | +2.0% | -33.5% | +35.5% | +7.7% |
| 3M | -12.6% | -20.7% | +8.1% | -11.8% |
| 6M | -0.3% | -35.9% | +35.6% | +0.3% |
| YTD | +9.0% | +238.3% | -229.3% | -28.5% |
| 1Y | +13.9% | +296.2% | -282.4% | -28.3% |
| 3Y | +173.6% | +254.1% | -80.5% | +54.5% |
| 5Y | +122.0% | -14.1% | +136.1% | +69.6% |
| All | +537.0% | +176.8% | +360.2% | +172.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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