+661.9%
MSI vs XHB
+173.9%
+488.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -1.3% |
| 7D | -3.7% | -1.3% | -2.4% | -3.2% |
| 30D | +6.8% | -6.9% | +13.7% | +10.2% |
| 3M | +14.3% | -1.3% | +15.6% | +14.2% |
| 6M | -1.6% | -6.8% | +5.2% | +0.5% |
| YTD | +22.8% | +0.7% | +22.1% | +20.3% |
| 1Y | -1.1% | -11.2% | +10.1% | +2.6% |
| 3Y | +70.5% | +25.3% | +45.1% | +43.1% |
| 5Y | +102.8% | +37.3% | +65.5% | +59.1% |
| 10Y | +597.4% | +211.5% | +385.9% | +244.7% |
| All | +661.9% | +173.9% | +488.1% | +193.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling