+767.0%
MSI vs XHB
+172.3%
+594.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.2% |
| 7D | +3.2% | -0.2% | +3.5% | +3.3% |
| 30D | +17.6% | +9.9% | +7.7% | +12.1% |
| 3M | +14.5% | -6.3% | +20.8% | +17.4% |
| 6M | +34.3% | +3.8% | +30.4% | +30.2% |
| YTD | +39.7% | +0.1% | +39.6% | +36.6% |
| 1Y | +40.2% | -0.8% | +41.0% | +37.3% |
| 3Y | +77.1% | +35.6% | +41.5% | +42.4% |
| 5Y | +124.0% | +29.6% | +94.5% | +80.2% |
| 10Y | +665.5% | +237.5% | +428.0% | +262.1% |
| All | +767.0% | +172.3% | +594.7% | +233.2% |
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