+578.8%
MS vs XYZ
+657.6%
-78.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +2.3% |
| 7D | +0.7% | +14.9% | -14.2% | -2.6% |
| 30D | -0.9% | +14.7% | -15.6% | -4.3% |
| 3M | -13.0% | +12.1% | -25.1% | -15.6% |
| 6M | -2.0% | +18.3% | -20.3% | -6.6% |
| YTD | +7.8% | +36.1% | -28.3% | -1.7% |
| 1Y | +17.9% | +35.3% | -17.5% | +7.4% |
| 3Y | +174.8% | +73.5% | +101.3% | +126.0% |
| 5Y | +119.9% | -61.6% | +181.5% | +133.5% |
| 10Y | +578.8% | +638.0% | -59.2% | +289.9% |
| All | +578.8% | +657.6% | -78.7% | +289.9% |
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