+99.3%
MSI vs XYL
-14.7%
+114.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.0% | -2.2% |
| 7D | -5.8% | +1.8% | -7.5% | -6.4% |
| 30D | -1.0% | -9.2% | +8.2% | +2.5% |
| 3M | +14.2% | -0.3% | +14.4% | +13.9% |
| 6M | +1.0% | -11.0% | +12.0% | +4.8% |
| YTD | +21.5% | -19.2% | +40.7% | +30.2% |
| 1Y | -2.1% | -21.2% | +19.1% | +5.9% |
| 3Y | +69.3% | +18.6% | +50.7% | +49.2% |
| 5Y | +99.3% | -14.3% | +113.6% | +90.3% |
| All | +99.3% | -14.7% | +114.0% | +90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling