+1,246.4%
MSI vs XYL
+449.8%
+796.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | -0.1% |
| 7D | -3.7% | -5.0% | +1.4% | -1.8% |
| 30D | +6.8% | -13.2% | +20.0% | +12.8% |
| 3M | +14.3% | -3.7% | +18.0% | +15.6% |
| 6M | -1.6% | -17.7% | +16.1% | +5.7% |
| YTD | +22.8% | -21.5% | +44.3% | +33.8% |
| 1Y | -1.1% | -24.5% | +23.4% | +9.3% |
| 3Y | +70.5% | +6.9% | +63.5% | +59.7% |
| 5Y | +102.8% | -18.1% | +120.9% | +107.2% |
| 10Y | +597.4% | +134.7% | +462.7% | +370.9% |
| All | +1,246.4% | +449.8% | +796.6% | +617.0% |
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