+100.0%
MSI vs XHB
+34.8%
+65.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | -4.0% | -1.9% | -2.1% | -3.4% |
| 30D | -0.5% | -8.3% | +7.9% | +2.3% |
| 3M | +11.4% | -7.1% | +18.5% | +13.6% |
| 6M | +1.0% | -5.3% | +6.2% | +1.9% |
| YTD | +20.7% | -3.2% | +23.8% | +20.5% |
| 1Y | -2.7% | -13.9% | +11.2% | +1.0% |
| 3Y | +68.2% | +24.9% | +43.3% | +43.0% |
| 5Y | +100.0% | +34.5% | +65.4% | +64.7% |
| All | +100.0% | +34.8% | +65.1% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling