+542.0%
MS vs MXL
+161.9%
+380.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +1.7% |
| 7D | +5.1% | +13.4% | -8.3% | +2.6% |
| 30D | +5.7% | -29.2% | +34.9% | +10.4% |
| 3M | -12.2% | -27.2% | +15.1% | -10.1% |
| 6M | -0.5% | -36.4% | +35.9% | +0.2% |
| YTD | +9.8% | +220.0% | -210.2% | -27.3% |
| 1Y | +17.7% | +304.8% | -287.1% | -26.4% |
| 3Y | +176.8% | +238.5% | -61.6% | +57.3% |
| 5Y | +123.7% | -18.8% | +142.5% | +72.5% |
| All | +542.0% | +161.9% | +380.1% | +177.5% |
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