+569.6%
MA vs XLI
+233.2%
+336.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.9% |
| 7D | -1.8% | +0.9% | -2.7% | -2.7% |
| 30D | +11.0% | +1.1% | +10.0% | +9.7% |
| 3M | +17.9% | -7.7% | +25.5% | +25.9% |
| 6M | +33.2% | -1.8% | +35.0% | +33.5% |
| YTD | +16.5% | +11.1% | +5.4% | +2.9% |
| 1Y | +19.1% | +12.1% | +7.0% | +4.2% |
| 3Y | +70.6% | +73.8% | -3.3% | -3.5% |
| 5Y | +92.1% | +73.8% | +18.4% | +8.8% |
| 10Y | +569.6% | +231.7% | +337.9% | +104.4% |
| All | +569.6% | +233.2% | +336.4% | +104.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling