+382.7%
MS vs XLC
+134.3%
+248.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.7% | +1.0% |
| 7D | +0.7% | +7.1% | -6.3% | -5.0% |
| 30D | -0.9% | -2.7% | +1.8% | +1.4% |
| 3M | -13.0% | -3.2% | -9.8% | -10.9% |
| 6M | -2.0% | -7.7% | +5.7% | +4.0% |
| YTD | +7.8% | -8.0% | +15.7% | +14.7% |
| 1Y | +17.9% | -3.1% | +20.9% | +19.7% |
| 3Y | +174.8% | +64.9% | +109.9% | +75.6% |
| 5Y | +119.9% | +39.5% | +80.3% | +63.1% |
| All | +382.7% | +134.3% | +248.3% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling