+246.4%
XLF vs MS
+803.8%
-557.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | +0.2% | +2.5% | -2.3% | -1.3% |
| 30D | -0.5% | 0.0% | -0.5% | -0.6% |
| 3M | +10.6% | +2.4% | +8.2% | +8.2% |
| 6M | +14.3% | +36.4% | -22.1% | -6.8% |
| YTD | +5.5% | +23.8% | -18.3% | -9.2% |
| 1Y | +9.6% | +48.6% | -39.1% | -16.3% |
| 3Y | +75.2% | +179.1% | -104.0% | -14.0% |
| 5Y | +65.5% | +144.8% | -79.3% | -13.4% |
| 10Y | +246.4% | +794.2% | -547.7% | -27.2% |
| All | +246.4% | +803.8% | -557.3% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling