+662.2%
MSI vs XHB
+234.8%
+427.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.2% |
| 7D | +2.6% | -2.4% | +5.0% | +3.6% |
| 30D | +18.1% | +7.1% | +11.1% | +14.5% |
| 3M | +13.2% | -6.0% | +19.2% | +15.5% |
| 6M | +36.3% | +2.1% | +34.2% | +33.5% |
| YTD | +39.5% | -0.6% | +40.1% | +37.2% |
| 1Y | +36.9% | -3.3% | +40.2% | +35.9% |
| 3Y | +76.1% | +34.1% | +42.0% | +42.7% |
| 5Y | +123.7% | +28.6% | +95.1% | +80.9% |
| All | +662.2% | +234.8% | +427.4% | +245.6% |
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