+578.8%
MS vs XHB
+271.6%
+307.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +0.7% |
| 7D | +0.7% | +1.3% | -0.6% | -0.1% |
| 30D | -0.9% | +11.8% | -12.7% | -8.2% |
| 3M | -13.0% | -3.8% | -9.2% | -11.2% |
| 6M | -2.0% | +4.1% | -6.1% | -6.0% |
| YTD | +7.8% | +4.0% | +3.8% | +2.4% |
| 1Y | +17.9% | +1.6% | +16.3% | +13.4% |
| 3Y | +174.8% | +43.2% | +131.6% | +96.2% |
| 5Y | +119.9% | +35.8% | +84.0% | +59.4% |
| 10Y | +578.8% | +259.3% | +319.6% | +111.2% |
| All | +578.8% | +271.6% | +307.2% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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