+8.6%
XLF vs MS
+48.4%
-39.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -1.0% | +1.7% | -2.7% | -1.6% |
| 30D | -1.3% | 0.0% | -1.3% | -1.3% |
| 3M | +9.1% | +3.0% | +6.2% | +7.5% |
| 6M | +14.4% | +35.7% | -21.3% | +0.4% |
| YTD | +5.1% | +23.3% | -18.2% | -4.3% |
| 1Y | +8.6% | +44.7% | -36.0% | -6.5% |
| All | +8.6% | +48.4% | -39.7% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling