+15,808.0%
MA vs XLI
+642.8%
+15,165.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.6% |
| 3M | +17.9% | -7.7% | +25.5% | +26.2% |
| 6M | +33.2% | -1.8% | +35.0% | +33.6% |
| YTD | +16.5% | +11.1% | +5.4% | +2.8% |
| 1Y | +19.1% | +12.1% | +7.0% | +4.1% |
| 3Y | +70.6% | +73.8% | -3.3% | -3.1% |
| 5Y | +92.1% | +73.8% | +18.4% | +9.3% |
| 10Y | +569.6% | +231.7% | +337.9% | +103.5% |
| All | +15,808.0% | +642.8% | +15,165.2% | +2,499.1% |
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