+181.3%
MS vs XHB
+26.1%
+155.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.2% |
| 7D | +1.4% | -1.3% | +2.7% | +2.0% |
| 30D | -0.3% | -6.9% | +6.6% | +3.0% |
| 3M | +0.3% | -1.3% | +1.6% | +0.2% |
| 6M | +31.3% | -6.8% | +38.1% | +34.5% |
| YTD | +24.7% | +0.7% | +23.9% | +22.5% |
| 1Y | +47.9% | -11.2% | +59.2% | +54.4% |
| All | +181.3% | +26.1% | +155.2% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling