+147.8%
XEL vs MSI
+605.3%
-457.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | -3.9% | -0.8% | -3.2% | -3.8% |
| 3M | -2.8% | +13.9% | -16.8% | -6.7% |
| 6M | -5.4% | +1.3% | -6.7% | -6.3% |
| YTD | +3.8% | +22.3% | -18.5% | -3.1% |
| 1Y | +6.8% | -3.9% | +10.7% | +7.1% |
| 3Y | +45.6% | +69.9% | -24.3% | +20.1% |
| 5Y | +30.7% | +103.8% | -73.1% | +0.2% |
| All | +147.8% | +605.3% | -457.5% | +56.8% |
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