+1,429.7%
MSI vs XYL
+389.1%
+1,040.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | +2.6% | -6.0% | +8.6% | +5.0% |
| 30D | +18.1% | -8.3% | +26.4% | +21.1% |
| 3M | +13.2% | -22.6% | +35.8% | +23.8% |
| 6M | +36.3% | -15.0% | +51.3% | +43.2% |
| YTD | +39.5% | -30.2% | +69.7% | +57.5% |
| 1Y | +36.9% | -36.4% | +73.3% | +60.4% |
| 3Y | +76.1% | -0.9% | +77.0% | +68.4% |
| 5Y | +123.7% | -23.4% | +147.1% | +132.5% |
| 10Y | +664.3% | +100.9% | +563.4% | +441.5% |
| All | +1,429.7% | +389.1% | +1,040.6% | +744.1% |
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