+1,890.4%
XEL vs MSI
+4,035.2%
-2,144.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -1.0% | -3.7% | +2.7% | -0.5% |
| 30D | -1.9% | +6.8% | -8.7% | -2.9% |
| 3M | -1.9% | +14.3% | -16.2% | -3.7% |
| 6M | -7.4% | -1.6% | -5.9% | -7.5% |
| YTD | +4.1% | +22.8% | -18.7% | +0.9% |
| 1Y | +8.0% | -1.1% | +9.2% | +7.7% |
| 3Y | +48.4% | +70.5% | -22.1% | +37.1% |
| 5Y | +27.2% | +102.8% | -75.6% | +14.5% |
| 10Y | +146.8% | +597.4% | -450.6% | +90.4% |
| All | +1,890.4% | +4,035.2% | -2,144.8% | +976.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling