+29.0%
XEL vs MSI
+97.7%
-68.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +0.9% | -4.0% | +4.9% | +1.9% |
| 30D | -0.9% | -0.5% | -0.4% | -0.8% |
| 3M | -1.4% | +11.4% | -12.8% | -4.2% |
| 6M | -5.8% | +1.0% | -6.8% | -6.4% |
| YTD | +4.7% | +20.7% | -16.0% | -0.7% |
| 1Y | +9.1% | -2.7% | +11.7% | +9.2% |
| 3Y | +47.8% | +68.2% | -20.3% | +24.0% |
| 5Y | +29.0% | +100.0% | -70.9% | +0.2% |
| All | +29.0% | +97.7% | -68.7% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling