+19.8%
MA vs XLI
+10.6%
+9.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +1.3% | +3.8% | -2.5% | +0.9% |
| 30D | +9.6% | +1.0% | +8.6% | +9.5% |
| 3M | +16.8% | -8.9% | +25.7% | +17.6% |
| 6M | +35.2% | -2.3% | +37.5% | +34.8% |
| YTD | +16.6% | +9.7% | +6.9% | +9.6% |
| 1Y | +19.8% | +12.3% | +7.5% | +10.3% |
| All | +19.8% | +10.6% | +9.2% | +10.3% |
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