+188.0%
XEL vs MSI
+664.3%
-476.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +2.4% | +3.2% | -0.8% | +1.5% |
| 30D | +8.3% | +17.6% | -9.3% | +3.3% |
| 3M | +4.2% | +14.5% | -10.4% | 0.0% |
| 6M | +3.7% | +34.3% | -30.5% | -5.3% |
| YTD | +13.1% | +39.7% | -26.7% | +1.5% |
| 1Y | +5.0% | +40.2% | -35.2% | -5.9% |
| 3Y | +55.0% | +77.1% | -22.2% | +26.6% |
| 5Y | +51.8% | +124.0% | -72.2% | +13.1% |
| All | +188.0% | +664.3% | -476.3% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling