+174.7%
MS vs XYZ
+61.5%
+113.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.3% | +0.3% |
| 7D | +3.7% | -2.1% | +5.8% | +4.2% |
| 30D | +2.0% | +7.0% | -5.1% | +0.1% |
| 3M | -12.6% | +5.1% | -17.6% | -14.0% |
| 6M | -0.3% | +14.1% | -14.3% | -4.3% |
| YTD | +9.0% | +26.4% | -17.4% | +0.9% |
| 1Y | +13.9% | +25.1% | -11.2% | +5.5% |
| All | +174.7% | +61.5% | +113.2% | +129.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling