+794.2%
MS vs MXL
+243.3%
+550.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.0% | -6.7% | -1.7% |
| 7D | +2.5% | +15.5% | -13.0% | -0.1% |
| 30D | 0.0% | -11.3% | +11.3% | +1.3% |
| 3M | +2.4% | -16.1% | +18.6% | +1.3% |
| 6M | +36.4% | +323.0% | -286.6% | -11.6% |
| YTD | +23.8% | +281.5% | -257.7% | -18.3% |
| 1Y | +48.6% | +319.3% | -270.7% | -5.2% |
| 3Y | +179.1% | +189.4% | -10.2% | +71.1% |
| 5Y | +144.8% | +26.0% | +118.8% | +72.9% |
| 10Y | +794.2% | +243.5% | +550.7% | +280.1% |
| All | +794.2% | +243.3% | +550.9% | +280.1% |
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