+160.4%
MS vs XLB
+39.6%
+120.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.1% |
| 7D | -1.6% | -1.5% | -0.1% | -0.2% |
| 30D | -3.8% | +6.1% | -9.8% | -8.5% |
| 3M | -14.6% | 0.0% | -14.6% | -14.7% |
| 6M | -5.1% | 0.0% | -5.0% | -5.4% |
| YTD | +4.5% | +16.0% | -11.5% | -10.5% |
| 1Y | +13.5% | +24.7% | -11.2% | -9.8% |
| 3Y | +160.4% | +40.4% | +120.0% | +82.3% |
| All | +160.4% | +39.6% | +120.8% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling