+15.2%
MS vs XLC
-3.7%
+18.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | +0.8% | +6.2% | -5.4% | -2.0% |
| 30D | -0.7% | -2.4% | +1.7% | +0.1% |
| 3M | -12.4% | -3.3% | -9.0% | -11.4% |
| 6M | -1.7% | -7.3% | +5.6% | +3.5% |
| YTD | +8.0% | -7.6% | +15.7% | +13.3% |
| All | +15.2% | -3.7% | +18.9% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling