+72.1%
MA vs XLI
+72.7%
-0.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | -1.4% |
| 7D | -0.3% | -0.5% | +0.1% | -0.2% |
| 30D | +11.3% | -0.2% | +11.5% | +11.3% |
| 3M | +16.7% | -8.6% | +25.2% | +21.9% |
| 6M | +32.8% | -2.0% | +34.8% | +33.0% |
| YTD | +15.6% | +9.7% | +5.9% | +6.3% |
| 1Y | +19.6% | +11.4% | +8.2% | +8.7% |
| 3Y | +72.1% | +74.2% | -2.1% | +17.9% |
| All | +72.1% | +72.7% | -0.6% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling