+83.9%
XLI vs MS
+145.3%
-61.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.1% | +1.4% | -2.4% | -1.6% |
| 30D | -5.9% | -0.3% | -5.7% | -5.9% |
| 3M | -0.3% | +0.3% | -0.6% | -0.7% |
| 6M | +0.1% | +31.3% | -31.2% | -11.3% |
| YTD | +13.6% | +24.7% | -11.1% | +2.3% |
| 1Y | +17.2% | +47.9% | -30.7% | -2.3% |
| 3Y | +68.2% | +178.3% | -110.1% | +3.7% |
| All | +83.9% | +145.3% | -61.4% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling