+127.7%
MS vs XLP
+45.3%
+82.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.4% | +0.9% | +2.6% |
| 7D | +2.6% | +5.9% | -3.2% | -0.2% |
| 30D | +2.6% | +13.5% | -10.8% | -3.9% |
| 3M | -10.1% | +8.4% | -18.5% | -13.8% |
| 6M | +4.4% | +11.5% | -7.2% | -2.3% |
| YTD | +11.7% | +20.6% | -8.9% | -1.8% |
| 1Y | +20.9% | +24.3% | -3.4% | +3.8% |
| 3Y | +177.1% | +45.1% | +132.1% | +104.6% |
| 5Y | +127.7% | +44.6% | +83.1% | +68.4% |
| All | +127.7% | +45.3% | +82.5% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling