+122.9%
MS vs XYZ
-63.1%
+186.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.1% |
| 7D | +5.1% | -1.1% | +6.1% | +5.3% |
| 30D | +5.7% | +11.5% | -5.8% | +2.8% |
| 3M | -12.2% | +1.8% | -14.0% | -12.9% |
| 6M | -0.5% | +21.2% | -21.7% | -5.6% |
| YTD | +9.8% | +29.9% | -20.1% | +1.4% |
| 1Y | +17.7% | +35.8% | -18.0% | +7.4% |
| 3Y | +176.8% | +62.6% | +114.2% | +132.0% |
| All | +122.9% | -63.1% | +186.0% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling