+34.9%
XLV vs MS
+138.8%
-103.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.3% |
| 7D | -4.4% | -2.1% | -2.3% | -4.0% |
| 30D | -1.4% | -1.1% | -0.3% | -1.2% |
| 3M | +8.9% | +3.5% | +5.4% | +7.7% |
| 6M | +9.1% | +33.7% | -24.6% | +1.8% |
| YTD | +7.9% | +21.8% | -13.8% | +2.5% |
| 1Y | +22.7% | +41.1% | -18.4% | +12.4% |
| 3Y | +31.9% | +174.5% | -142.6% | 0.0% |
| 5Y | +34.9% | +140.7% | -105.8% | +2.2% |
| All | +34.9% | +138.8% | -103.9% | +2.2% |
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 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