+383.9%
MS vs XLC
+135.2%
+248.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | -0.1% |
| 7D | +0.8% | +6.2% | -5.4% | -4.3% |
| 30D | -0.7% | -2.4% | +1.7% | +1.3% |
| 3M | -12.4% | -3.3% | -9.0% | -10.2% |
| 6M | -1.7% | -7.3% | +5.6% | +4.0% |
| YTD | +8.0% | -7.6% | +15.7% | +14.6% |
| 1Y | +16.2% | -3.7% | +19.9% | +18.8% |
| 3Y | +171.3% | +62.9% | +108.4% | +75.2% |
| 5Y | +124.8% | +41.6% | +83.1% | +64.2% |
| All | +383.9% | +135.2% | +248.7% | +87.8% |
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