+122.9%
MS vs XYL
-23.3%
+146.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +5.1% | -3.7% | +8.8% | +7.0% |
| 30D | +5.7% | -8.3% | +14.0% | +8.7% |
| 3M | -12.2% | -21.4% | +9.3% | -2.2% |
| 6M | -0.5% | -12.9% | +12.4% | +3.9% |
| YTD | +9.8% | -30.1% | +39.9% | +29.0% |
| 1Y | +17.7% | -35.2% | +52.9% | +44.3% |
| 3Y | +176.8% | -0.8% | +177.6% | +162.3% |
| All | +122.9% | -23.3% | +146.2% | +125.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling