+794.2%
MS vs XYZ
+573.1%
+221.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.1% |
| 7D | +2.5% | +2.9% | -0.4% | +1.7% |
| 30D | 0.0% | +1.4% | -1.4% | -0.5% |
| 3M | +2.4% | +14.6% | -12.1% | -1.3% |
| 6M | +36.4% | +20.8% | +15.6% | +29.5% |
| YTD | +23.8% | +23.1% | +0.8% | +15.9% |
| 1Y | +48.6% | +5.6% | +43.0% | +43.5% |
| 3Y | +179.1% | +50.9% | +128.2% | +137.1% |
| 5Y | +144.8% | -68.6% | +213.4% | +172.2% |
| 10Y | +794.2% | +580.0% | +214.2% | +423.1% |
| All | +794.2% | +573.1% | +221.1% | +423.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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