+184.7%
MS vs XYZ
+47.2%
+137.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +1.4% | -1.0% | +2.3% | +1.6% |
| 30D | -0.3% | -1.7% | +1.5% | 0.0% |
| 3M | +0.3% | +16.7% | -16.4% | -4.0% |
| 6M | +31.3% | +26.9% | +4.5% | +22.6% |
| YTD | +24.7% | +27.1% | -2.5% | +15.5% |
| 1Y | +47.9% | +9.3% | +38.7% | +41.8% |
| All | +184.7% | +47.2% | +137.5% | +131.1% |
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 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