+1,610.0%
MS vs XYL
+408.9%
+1,201.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.9% |
| 7D | -1.6% | +5.9% | -7.4% | -5.1% |
| 30D | -3.8% | -3.9% | +0.1% | -3.0% |
| 3M | -14.6% | -18.7% | +4.1% | -4.4% |
| 6M | -5.1% | -16.9% | +11.8% | +3.8% |
| YTD | +4.5% | -27.4% | +31.9% | +24.3% |
| 1Y | +13.5% | -34.0% | +47.6% | +44.0% |
| 3Y | +160.4% | +5.6% | +154.8% | +135.2% |
| 5Y | +112.9% | -20.6% | +133.4% | +126.4% |
| 10Y | +633.4% | +133.4% | +500.0% | +268.3% |
| All | +1,610.0% | +408.9% | +1,201.1% | +416.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling