+597.6%
MSI vs XHB
+210.4%
+387.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.8% |
| 7D | -1.8% | -5.2% | +3.5% | +0.4% |
| 30D | -0.6% | -12.1% | +11.5% | +4.7% |
| 3M | +13.0% | -6.2% | +19.2% | +15.3% |
| 6M | +0.5% | -6.7% | +7.2% | +2.3% |
| YTD | +21.7% | -5.5% | +27.2% | +22.7% |
| 1Y | -2.6% | -15.6% | +13.0% | +2.9% |
| 3Y | +69.7% | +22.0% | +47.7% | +44.0% |
| 5Y | +102.8% | +31.8% | +71.0% | +61.6% |
| All | +597.6% | +210.4% | +387.2% | +224.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling