+174.8%
MS vs XLB
+44.4%
+130.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +1.5% |
| 7D | +0.7% | -1.4% | +2.1% | +2.0% |
| 30D | -0.9% | +7.1% | -8.0% | -6.5% |
| 3M | -13.0% | +0.6% | -13.6% | -13.5% |
| 6M | -2.0% | +3.5% | -5.4% | -5.2% |
| YTD | +7.8% | +18.2% | -10.5% | -9.2% |
| 1Y | +17.9% | +25.6% | -7.8% | -6.7% |
| 3Y | +174.8% | +46.7% | +128.1% | +81.0% |
| All | +174.8% | +44.4% | +130.4% | +81.0% |
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