+181.3%
MS vs XYL
+8.6%
+172.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.3% |
| 7D | +1.4% | -5.0% | +6.4% | +4.1% |
| 30D | -0.3% | -13.2% | +13.0% | +7.2% |
| 3M | +0.3% | -3.7% | +4.0% | +1.1% |
| 6M | +31.3% | -17.7% | +49.0% | +44.4% |
| YTD | +24.7% | -21.5% | +46.2% | +40.6% |
| 1Y | +47.9% | -24.5% | +72.4% | +70.3% |
| All | +181.3% | +8.6% | +172.8% | +141.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling