-2.2%
MA vs XLI
+18.3%
-20.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -2.7% | -1.1% | -1.6% | -2.6% |
| 30D | +1.5% | -5.9% | +7.5% | +2.2% |
| 3M | +20.4% | -0.3% | +20.7% | +20.0% |
| 6M | +11.1% | +0.1% | +11.0% | +11.2% |
| YTD | +2.0% | +13.6% | -11.6% | -4.0% |
| 1Y | -2.2% | +17.2% | -19.3% | -9.0% |
| All | -2.2% | +18.3% | -20.4% | -9.0% |
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