+145.1%
MS vs XLB
+36.1%
+108.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.6% |
| 7D | +1.4% | -1.4% | +2.8% | +2.6% |
| 30D | -0.3% | -0.4% | +0.1% | 0.0% |
| 3M | +0.3% | +2.0% | -1.7% | -1.9% |
| 6M | +31.3% | +1.8% | +29.5% | +28.3% |
| YTD | +24.7% | +16.6% | +8.1% | +6.2% |
| 1Y | +47.9% | +16.9% | +31.0% | +25.3% |
| 3Y | +178.3% | +32.6% | +145.8% | +108.9% |
| All | +145.1% | +36.1% | +108.9% | +77.8% |
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