+1,114.9%
MS vs XLY
+1,125.3%
-10.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.3% |
| 7D | +2.5% | -0.5% | +3.0% | +3.1% |
| 30D | 0.0% | -4.9% | +4.9% | +6.1% |
| 3M | +2.4% | -1.0% | +3.5% | +2.6% |
| 6M | +36.4% | 0.0% | +36.4% | +34.3% |
| YTD | +23.8% | -4.2% | +28.0% | +28.4% |
| 1Y | +48.6% | -2.7% | +51.3% | +50.0% |
| 3Y | +179.1% | +38.4% | +140.7% | +75.5% |
| 5Y | +144.8% | +28.9% | +115.9% | +53.3% |
| 10Y | +794.2% | +214.7% | +579.4% | +62.2% |
| All | +1,114.9% | +1,125.3% | -10.3% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling