+13.7%
MSCI vs XYL
-33.6%
+47.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.5% |
| 7D | +1.5% | +2.1% | -0.6% | +0.9% |
| 30D | +14.4% | -3.4% | +17.8% | +14.9% |
| 3M | +15.2% | -17.2% | +32.4% | +19.8% |
| 6M | +11.2% | -12.0% | +23.3% | +14.4% |
| YTD | +13.9% | -26.3% | +40.2% | +26.6% |
| All | +13.7% | -33.6% | +47.2% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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