+662.2%
MSI vs XYL
+100.1%
+562.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | +2.6% | -6.0% | +8.6% | +5.2% |
| 30D | +18.1% | -8.3% | +26.4% | +21.3% |
| 3M | +13.2% | -22.6% | +35.8% | +24.8% |
| 6M | +36.3% | -15.0% | +51.3% | +43.8% |
| YTD | +39.5% | -30.2% | +69.7% | +59.3% |
| 1Y | +36.9% | -36.4% | +73.3% | +62.9% |
| 3Y | +76.1% | -0.9% | +77.0% | +66.1% |
| 5Y | +123.7% | -23.4% | +147.1% | +132.6% |
| All | +662.2% | +100.1% | +562.2% | +422.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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