+391.9%
MS vs XLC
+137.2%
+254.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | -0.1% |
| 7D | +5.1% | +3.7% | +1.4% | +1.8% |
| 30D | +5.7% | -1.9% | +7.6% | +7.4% |
| 3M | -12.2% | -3.1% | -9.1% | -10.1% |
| 6M | -0.5% | -6.4% | +5.9% | +4.4% |
| YTD | +9.8% | -6.8% | +16.7% | +15.6% |
| 1Y | +17.7% | -1.7% | +19.4% | +18.2% |
| 3Y | +176.8% | +64.7% | +112.1% | +77.2% |
| 5Y | +123.7% | +41.1% | +82.6% | +64.4% |
| All | +391.9% | +137.2% | +254.6% | +89.5% |
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