+931.3%
MS vs XLP
+577.3%
+354.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.2% | -5.0% |
| 7D | -3.4% | +3.5% | -6.9% | -7.5% |
| 30D | -3.9% | +11.6% | -15.5% | -16.9% |
| 3M | -15.9% | +7.6% | -23.5% | -24.2% |
| 6M | -2.5% | +10.0% | -12.5% | -16.0% |
| YTD | +5.1% | +19.7% | -14.6% | -20.1% |
| 1Y | +13.0% | +23.5% | -10.5% | -17.7% |
| 3Y | +160.7% | +44.0% | +116.7% | +50.2% |
| 5Y | +114.0% | +42.7% | +71.3% | +22.6% |
| 10Y | +637.5% | +131.3% | +506.1% | +111.1% |
| All | +931.3% | +577.3% | +354.0% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling