+931.3%
MS vs XLB
+824.9%
+106.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.0% | -2.6% |
| 7D | -3.4% | -0.4% | -3.0% | -2.9% |
| 30D | -3.9% | +5.2% | -9.1% | -9.4% |
| 3M | -15.9% | -0.1% | -15.8% | -16.0% |
| 6M | -2.5% | +2.4% | -4.9% | -6.0% |
| YTD | +5.1% | +16.9% | -11.8% | -13.6% |
| 1Y | +13.0% | +25.0% | -12.1% | -14.2% |
| 3Y | +160.7% | +40.7% | +120.0% | +72.1% |
| 5Y | +114.0% | +31.6% | +82.4% | +50.9% |
| 10Y | +637.5% | +175.3% | +462.2% | +122.0% |
| All | +931.3% | +824.9% | +106.3% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling