+114.0%
MS vs XLP
+43.0%
+71.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.2% | -5.6% |
| 7D | -3.4% | +3.5% | -6.9% | -5.0% |
| 30D | -3.9% | +11.6% | -15.5% | -9.2% |
| 3M | -15.9% | +7.6% | -23.5% | -19.1% |
| 6M | -2.5% | +10.0% | -12.5% | -8.0% |
| YTD | +5.1% | +19.7% | -14.6% | -7.3% |
| 1Y | +13.0% | +23.5% | -10.5% | -2.7% |
| 3Y | +160.7% | +44.0% | +116.7% | +93.2% |
| 5Y | +114.0% | +42.7% | +71.3% | +59.6% |
| All | +114.0% | +43.0% | +71.1% | +59.6% |
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