+963.4%
MS vs MXL
+249.5%
+713.9%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.3% | -0.8% |
| 7D | +1.4% | +1.6% | -0.3% | +1.0% |
| 30D | -0.3% | -7.0% | +6.7% | +0.3% |
| 3M | +0.3% | -33.4% | +33.7% | +3.7% |
| 6M | +31.3% | +260.2% | -228.8% | -15.8% |
| YTD | +24.7% | +260.0% | -235.3% | -20.6% |
| 1Y | +47.9% | +303.5% | -255.6% | -9.6% |
| 3Y | +178.3% | +160.4% | +17.9% | +66.0% |
| 5Y | +144.9% | +14.7% | +130.2% | +68.0% |
| 10Y | +804.5% | +215.6% | +588.9% | +295.1% |
| All | +963.4% | +249.5% | +713.9% | +229.7% |
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