+160.4%
MS vs XYZ
+73.8%
+86.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -1.0% |
| 7D | -1.6% | +12.1% | -13.7% | -4.4% |
| 30D | -3.8% | +12.4% | -16.1% | -6.7% |
| 3M | -14.6% | +8.2% | -22.8% | -16.6% |
| 6M | -5.1% | +20.7% | -25.8% | -10.2% |
| YTD | +4.5% | +31.3% | -26.8% | -4.1% |
| 1Y | +13.5% | +20.5% | -7.0% | +6.3% |
| 3Y | +160.4% | +72.6% | +87.8% | +100.2% |
| All | +160.4% | +73.8% | +86.6% | +100.2% |
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