+597.6%
MSI vs XYL
+149.5%
+448.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | -1.8% | -1.2% | -0.5% | -1.3% |
| 30D | -0.6% | -13.2% | +12.5% | +5.4% |
| 3M | +13.0% | -0.2% | +13.2% | +12.6% |
| 6M | +0.5% | -12.5% | +13.0% | +5.7% |
| YTD | +21.7% | -20.9% | +42.6% | +33.2% |
| 1Y | -2.6% | -21.6% | +18.9% | +6.8% |
| 3Y | +69.7% | +16.1% | +53.5% | +50.8% |
| 5Y | +102.8% | -15.6% | +118.4% | +104.5% |
| All | +597.6% | +149.5% | +448.1% | +343.8% |
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