+17.1%
MS vs XLB
+24.1%
-7.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | -1.7% | -1.6% | -0.1% | -0.7% |
| 30D | +0.9% | +7.2% | -6.3% | -2.7% |
| 3M | -10.8% | 0.0% | -10.9% | -10.8% |
| 6M | +0.9% | +2.3% | -1.4% | -0.5% |
| YTD | +9.8% | +18.4% | -8.6% | -2.3% |
| 1Y | +17.1% | +23.3% | -6.3% | +1.3% |
| All | +17.1% | +24.1% | -7.0% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling