+72.1%
XLI vs MS
+175.7%
-103.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | +4.3% | +3.7% | +0.6% | +2.9% |
| 30D | +0.5% | +2.0% | -1.5% | -0.4% |
| 3M | -8.6% | -12.6% | +4.0% | -4.0% |
| 6M | -2.3% | -0.3% | -2.0% | -2.9% |
| YTD | +10.1% | +9.0% | +1.1% | +5.1% |
| 1Y | +11.0% | +13.9% | -2.9% | +4.0% |
| All | +72.1% | +175.7% | -103.6% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling