+32.9%
XLV vs MS
+22.2%
+10.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.2% | +2.8% |
| 7D | +5.5% | +2.6% | +2.9% | +5.4% |
| 30D | +13.3% | +2.6% | +10.7% | +13.1% |
| 3M | +17.4% | -10.1% | +27.5% | +17.8% |
| 6M | +32.1% | +4.4% | +27.8% | +29.9% |
| YTD | +24.0% | +11.7% | +12.3% | +20.0% |
| 1Y | +32.9% | +20.9% | +11.9% | +26.3% |
| All | +32.9% | +22.2% | +10.7% | +26.3% |
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