+810.2%
MS vs XYL
+135.4%
+674.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.6% |
| 7D | +1.4% | -5.0% | +6.4% | +4.9% |
| 30D | -0.3% | -13.2% | +13.0% | +9.4% |
| 3M | +0.3% | -3.7% | +4.0% | +1.7% |
| 6M | +31.3% | -17.7% | +49.0% | +47.6% |
| YTD | +24.7% | -21.5% | +46.2% | +44.3% |
| 1Y | +47.9% | -24.5% | +72.4% | +75.4% |
| 3Y | +178.3% | +6.9% | +171.4% | +152.6% |
| 5Y | +144.9% | -18.1% | +163.0% | +162.0% |
| All | +810.2% | +135.4% | +674.8% | +365.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling