+112.4%
MS vs XLB
+29.2%
+83.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.1% |
| 7D | -1.6% | -1.5% | -0.1% | -0.1% |
| 30D | -3.8% | +6.1% | -9.8% | -8.8% |
| 3M | -14.6% | 0.0% | -14.6% | -14.7% |
| 6M | -5.1% | 0.0% | -5.0% | -5.5% |
| YTD | +4.5% | +16.0% | -11.5% | -10.5% |
| 1Y | +13.5% | +24.7% | -11.2% | -9.6% |
| 3Y | +160.4% | +40.4% | +120.0% | +84.9% |
| All | +112.4% | +29.2% | +83.2% | +62.4% |
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 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