+537.0%
MS vs XLB
+164.1%
+372.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | +0.6% |
| 7D | +3.7% | 0.0% | +3.7% | +3.7% |
| 30D | +2.0% | +5.3% | -3.3% | -3.3% |
| 3M | -12.6% | 0.0% | -12.6% | -12.7% |
| 6M | -0.3% | +1.2% | -1.5% | -2.2% |
| YTD | +9.0% | +16.9% | -7.9% | -9.3% |
| 1Y | +13.9% | +20.9% | -7.0% | -8.7% |
| 3Y | +173.6% | +43.3% | +130.3% | +81.7% |
| 5Y | +122.0% | +28.3% | +93.7% | +65.6% |
| All | +537.0% | +164.1% | +372.9% | +103.4% |
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