+169.4%
XLV vs MS
+806.9%
-637.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -3.6% | -1.5% | -2.0% | -3.1% |
| 30D | -1.8% | -1.5% | -0.3% | -1.5% |
| 3M | +7.8% | +1.4% | +6.4% | +6.9% |
| 6M | +9.1% | +34.7% | -25.6% | -0.6% |
| YTD | +7.7% | +22.7% | -15.0% | +0.3% |
| 1Y | +20.4% | +40.1% | -19.7% | +7.6% |
| 3Y | +30.8% | +181.4% | -150.6% | -8.4% |
| 5Y | +34.6% | +142.6% | -108.0% | -3.0% |
| All | +169.4% | +806.9% | -637.5% | +12.4% |
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