+119.9%
MS vs XLB
+31.5%
+88.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +1.4% |
| 7D | +0.7% | -1.4% | +2.1% | +2.1% |
| 30D | -0.9% | +7.1% | -8.0% | -6.9% |
| 3M | -13.0% | +0.6% | -13.6% | -13.6% |
| 6M | -2.0% | +3.5% | -5.4% | -5.5% |
| YTD | +7.8% | +18.2% | -10.5% | -9.3% |
| 1Y | +17.9% | +25.6% | -7.8% | -6.6% |
| 3Y | +174.8% | +46.7% | +128.1% | +87.2% |
| 5Y | +119.9% | +30.9% | +89.0% | +66.3% |
| All | +119.9% | +31.5% | +88.4% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling