+181.3%
MS vs XLP
+27.4%
+153.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +1.4% | -1.0% | +2.4% | +1.6% |
| 30D | -0.3% | -0.9% | +0.6% | -0.1% |
| 3M | +0.3% | +3.8% | -3.5% | -1.1% |
| 6M | +31.3% | -1.7% | +33.1% | +32.0% |
| YTD | +24.7% | +10.3% | +14.4% | +18.2% |
| 1Y | +47.9% | +7.8% | +40.1% | +41.9% |
| All | +181.3% | +27.4% | +153.9% | +141.3% |
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