+819.4%
MS vs MXL
+211.5%
+607.9%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +13.7% | -10.6% | +0.4% |
| 7D | +0.7% | -8.8% | +9.6% | +1.6% |
| 30D | -0.9% | -41.9% | +40.9% | +8.3% |
| 3M | -13.0% | -25.4% | +12.4% | -11.1% |
| 6M | -2.0% | -44.0% | +42.0% | +1.3% |
| YTD | +7.8% | +220.8% | -213.0% | -31.8% |
| 1Y | +17.9% | +278.8% | -260.9% | -28.6% |
| 3Y | +174.8% | +249.4% | -74.7% | +47.6% |
| 5Y | +119.9% | -17.3% | +137.2% | +60.1% |
| 10Y | +578.8% | +156.7% | +422.1% | +203.3% |
| All | +819.4% | +211.5% | +607.9% | +183.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling