+553.7%
MS vs XLB
+166.1%
+387.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.4% |
| 7D | +0.8% | +0.5% | +0.3% | +0.4% |
| 30D | -0.7% | +6.9% | -7.6% | -7.4% |
| 3M | -12.4% | -0.2% | -12.2% | -12.4% |
| 6M | -1.7% | +3.3% | -5.0% | -5.7% |
| YTD | +8.0% | +18.0% | -10.0% | -10.9% |
| 1Y | +16.2% | +24.2% | -8.0% | -9.4% |
| 3Y | +171.3% | +44.7% | +126.6% | +78.4% |
| 5Y | +124.8% | +31.6% | +93.2% | +63.1% |
| 10Y | +553.7% | +164.2% | +389.4% | +120.3% |
| All | +553.7% | +166.1% | +387.6% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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