+112.4%
MS vs MXL
-28.5%
+140.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.0% | -11.5% | -1.9% |
| 7D | -1.6% | -27.1% | +25.6% | +1.7% |
| 30D | -3.8% | -54.2% | +50.4% | +4.7% |
| 3M | -14.6% | -29.9% | +15.3% | -12.6% |
| 6M | -5.1% | -39.5% | +34.4% | -4.2% |
| YTD | +4.5% | +182.2% | -177.6% | -21.8% |
| 1Y | +13.5% | +231.8% | -218.3% | -17.7% |
| 3Y | +160.4% | +195.9% | -35.5% | +72.3% |
| All | +112.4% | -28.5% | +140.9% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling