+1,939.5%
MS vs XYL
+449.8%
+1,489.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.6% |
| 7D | +1.4% | -5.0% | +6.4% | +4.8% |
| 30D | -0.3% | -13.2% | +13.0% | +9.3% |
| 3M | +0.3% | -3.7% | +4.0% | +1.7% |
| 6M | +31.3% | -17.7% | +49.0% | +47.3% |
| YTD | +24.7% | -21.5% | +46.2% | +43.9% |
| 1Y | +47.9% | -24.5% | +72.4% | +74.9% |
| 3Y | +178.3% | +6.9% | +171.4% | +154.4% |
| 5Y | +144.9% | -18.1% | +163.0% | +160.8% |
| 10Y | +804.5% | +134.7% | +669.8% | +360.4% |
| All | +1,939.5% | +449.8% | +1,489.7% | +497.9% |
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