+67.5%
MA vs XLI
+83.4%
-15.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.1% |
| 7D | -1.8% | +1.0% | -2.7% | -2.5% |
| 30D | +1.4% | -5.8% | +7.2% | +6.0% |
| 3M | +17.7% | +0.7% | +17.0% | +16.2% |
| 6M | +9.7% | +3.2% | +6.5% | +5.3% |
| YTD | +0.5% | +13.0% | -12.5% | -11.3% |
| 1Y | -2.1% | +16.8% | -18.9% | -16.2% |
| 3Y | +40.1% | +72.4% | -32.3% | -18.5% |
| 5Y | +67.5% | +82.8% | -15.3% | -7.0% |
| All | +67.5% | +83.4% | -15.9% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling