-5.1%
MS vs MXL
-37.1%
+32.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.0% | -11.5% | -1.4% |
| 7D | -1.6% | -27.1% | +25.6% | +0.6% |
| 30D | -3.8% | -54.2% | +50.4% | +1.4% |
| 3M | -14.6% | -29.9% | +15.3% | -13.1% |
| 6M | -5.1% | -39.5% | +34.4% | -4.2% |
| All | -5.1% | -37.1% | +32.0% | -4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling