+422.3%
XLF vs MS
+1,112.1%
-689.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.9% |
| 7D | 0.0% | +1.4% | -1.4% | -0.6% |
| 30D | +0.2% | -0.3% | +0.4% | +0.2% |
| 3M | +11.7% | +0.3% | +11.4% | +11.0% |
| 6M | +13.8% | +31.3% | -17.5% | -0.5% |
| YTD | +7.0% | +24.7% | -17.7% | -4.5% |
| 1Y | +9.1% | +47.9% | -38.8% | -10.3% |
| 3Y | +75.6% | +178.3% | -102.7% | +5.6% |
| 5Y | +66.4% | +144.9% | -78.5% | +5.2% |
| 10Y | +250.3% | +804.5% | -554.3% | +21.5% |
| All | +422.3% | +1,112.1% | -689.9% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling