+161.8%
MS vs XLP
+43.9%
+117.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.2% | -5.8% |
| 7D | -3.4% | +3.5% | -6.9% | -3.8% |
| 30D | -3.9% | +11.6% | -15.5% | -5.3% |
| 3M | -15.9% | +7.6% | -23.5% | -16.7% |
| 6M | -2.5% | +10.0% | -12.5% | -4.1% |
| YTD | +5.1% | +19.7% | -14.6% | -1.0% |
| 1Y | +13.0% | +23.5% | -10.5% | +4.8% |
| All | +161.8% | +43.9% | +117.9% | +124.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling