+15,614.6%
MA vs XLI
+606.7%
+15,007.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +2.3% | -2.8% | +5.1% | +4.9% |
| 30D | +14.7% | -3.1% | +17.8% | +17.8% |
| 3M | +13.5% | -11.7% | +25.2% | +26.7% |
| 6M | +33.1% | -7.6% | +40.7% | +41.2% |
| YTD | +15.1% | +5.7% | +9.4% | +6.4% |
| 1Y | +18.7% | +7.8% | +10.9% | +7.7% |
| 3Y | +72.1% | +67.4% | +4.7% | +1.2% |
| 5Y | +92.8% | +64.8% | +28.0% | +15.2% |
| 10Y | +571.6% | +241.2% | +330.4% | +98.4% |
| All | +15,614.6% | +606.7% | +15,007.9% | +2,590.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling