+808.5%
MS vs XLP
+101.8%
+706.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +1.0% |
| 7D | +1.4% | -1.0% | +2.4% | +2.3% |
| 30D | -0.3% | -0.9% | +0.6% | +0.4% |
| 3M | +0.3% | +3.8% | -3.5% | -4.2% |
| 6M | +31.3% | -1.7% | +33.1% | +31.6% |
| YTD | +24.7% | +10.3% | +14.4% | +10.7% |
| 1Y | +47.9% | +7.8% | +40.1% | +33.9% |
| 3Y | +178.3% | +27.2% | +151.1% | +108.3% |
| 5Y | +144.9% | +32.5% | +112.4% | +73.4% |
| All | +808.5% | +101.8% | +706.8% | +370.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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