+40.2%
MSI vs XYL
-36.2%
+76.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +3.2% | -3.7% | +7.0% | +3.9% |
| 30D | +17.6% | -8.3% | +25.9% | +18.8% |
| 3M | +14.5% | -21.4% | +35.9% | +19.5% |
| 6M | +34.3% | -12.9% | +47.2% | +37.3% |
| YTD | +39.7% | -30.1% | +69.8% | +48.6% |
| 1Y | +40.2% | -35.2% | +75.3% | +50.4% |
| All | +40.2% | -36.2% | +76.4% | +50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling