+759.7%
MS vs XYZ
+638.9%
+120.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +1.4% | -1.0% | +2.3% | +1.5% |
| 30D | -0.3% | -1.7% | +1.5% | 0.0% |
| 3M | +0.3% | +16.7% | -16.4% | -3.6% |
| 6M | +31.3% | +26.9% | +4.5% | +23.4% |
| YTD | +24.7% | +27.1% | -2.5% | +16.1% |
| 1Y | +47.9% | +9.3% | +38.7% | +41.9% |
| 3Y | +178.3% | +42.3% | +136.1% | +140.7% |
| 5Y | +144.9% | -69.3% | +214.2% | +172.0% |
| 10Y | +804.5% | +586.8% | +217.7% | +391.5% |
| All | +759.7% | +638.9% | +120.8% | +321.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling