+22.5%
MA vs XLI
+12.2%
+10.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.0% |
| 7D | +10.2% | +0.6% | +9.6% | +10.1% |
| 30D | +19.3% | -0.4% | +19.7% | +19.3% |
| 3M | +18.0% | -8.8% | +26.8% | +18.8% |
| 6M | +33.7% | -0.4% | +34.1% | +32.8% |
| YTD | +18.6% | +10.1% | +8.5% | +11.6% |
| 1Y | +22.5% | +12.3% | +10.2% | +13.4% |
| All | +22.5% | +12.2% | +10.3% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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