+13.5%
MS vs XLC
-6.4%
+19.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.8% |
| 7D | -1.6% | +4.9% | -6.4% | -3.7% |
| 30D | -3.8% | -5.8% | +2.0% | -1.3% |
| 3M | -14.6% | -5.4% | -9.2% | -12.7% |
| 6M | -5.1% | -10.2% | +5.1% | +1.7% |
| YTD | +4.5% | -10.2% | +14.7% | +11.2% |
| 1Y | +13.5% | -5.6% | +19.2% | +15.4% |
| All | +13.5% | -6.4% | +19.9% | +15.4% |
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