+370.7%
MS vs XLC
+127.8%
+242.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.4% | -5.4% |
| 7D | -3.4% | +3.1% | -6.5% | -5.8% |
| 30D | -3.9% | -6.5% | +2.6% | +1.7% |
| 3M | -15.9% | -5.6% | -10.3% | -12.1% |
| 6M | -2.5% | -9.2% | +6.8% | +5.0% |
| YTD | +5.1% | -10.6% | +15.7% | +14.6% |
| 1Y | +13.0% | -6.9% | +19.8% | +18.8% |
| 3Y | +160.7% | +59.9% | +100.8% | +71.1% |
| 5Y | +114.0% | +34.7% | +79.4% | +63.8% |
| All | +370.7% | +127.8% | +242.9% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling