+164.2%
XLB vs MSCI
+789.3%
-625.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.7% |
| 7D | +0.5% | +2.7% | -2.2% | -0.4% |
| 30D | +6.9% | +16.2% | -9.3% | +1.3% |
| 3M | -0.2% | +17.1% | -17.2% | -5.8% |
| 6M | +3.3% | +13.0% | -9.7% | -2.0% |
| YTD | +18.0% | +15.8% | +2.3% | +10.0% |
| 1Y | +24.2% | +15.5% | +8.7% | +15.8% |
| 3Y | +44.7% | +32.3% | +12.4% | +24.9% |
| 5Y | +31.6% | +8.2% | +23.4% | +18.8% |
| 10Y | +164.2% | +800.7% | -636.5% | +12.7% |
| All | +164.2% | +789.3% | -625.1% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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