+1,421.0%
MSI vs XYL
+403.7%
+1,017.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.8% |
| 7D | +7.4% | +0.6% | +6.8% | +7.1% |
| 30D | +18.7% | -5.7% | +24.4% | +20.5% |
| 3M | +14.5% | -19.8% | +34.2% | +23.5% |
| 6M | +38.1% | -14.2% | +52.3% | +44.7% |
| YTD | +38.7% | -28.1% | +66.8% | +54.9% |
| 1Y | +35.4% | -35.0% | +70.4% | +57.4% |
| 3Y | +75.1% | +2.1% | +73.0% | +65.5% |
| 5Y | +126.4% | -22.1% | +148.5% | +133.9% |
| 10Y | +671.4% | +107.0% | +564.4% | +440.5% |
| All | +1,421.0% | +403.7% | +1,017.2% | +730.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling