+122.0%
MS vs XHB
+30.4%
+91.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | +0.1% |
| 7D | +3.7% | -2.4% | +6.1% | +5.0% |
| 30D | +2.0% | +7.1% | -5.1% | -1.8% |
| 3M | -12.6% | -6.0% | -6.6% | -10.0% |
| 6M | -0.3% | +2.1% | -2.3% | -2.5% |
| YTD | +9.0% | -0.6% | +9.6% | +7.3% |
| 1Y | +13.9% | -3.3% | +17.1% | +13.6% |
| 3Y | +173.6% | +34.1% | +139.5% | +115.1% |
| 5Y | +122.0% | +28.6% | +93.4% | +72.2% |
| All | +122.0% | +30.4% | +91.6% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling