+235.2%
XLI vs MS
+614.4%
-379.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +2.3% |
| 7D | -0.5% | +0.7% | -1.2% | -0.9% |
| 30D | -0.2% | -0.9% | +0.7% | +0.1% |
| 3M | -8.6% | -13.0% | +4.4% | -2.5% |
| 6M | -2.0% | -2.0% | 0.0% | -1.9% |
| YTD | +9.7% | +7.8% | +2.0% | +4.0% |
| 1Y | +11.4% | +17.9% | -6.4% | +0.9% |
| 3Y | +74.2% | +174.8% | -100.6% | -0.1% |
| 5Y | +70.0% | +119.9% | -49.9% | +6.5% |
| 10Y | +235.2% | +578.8% | -343.6% | +15.9% |
| All | +235.2% | +614.4% | -379.2% | +15.9% |
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