+140.8%
MS vs XLY
+28.1%
+112.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.2% |
| 7D | -1.5% | -1.7% | +0.2% | -0.3% |
| 30D | -1.5% | -4.2% | +2.7% | +1.5% |
| 3M | +1.4% | -2.7% | +4.0% | +2.9% |
| 6M | +34.7% | -0.6% | +35.3% | +34.6% |
| YTD | +22.7% | -5.0% | +27.8% | +26.8% |
| 1Y | +40.1% | -4.1% | +44.2% | +43.3% |
| 3Y | +181.4% | +33.6% | +147.8% | +129.1% |
| All | +140.8% | +28.1% | +112.6% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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