0.0%
XLB vs MSCI
+11.6%
-11.7%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.5% |
| 7D | -1.5% | +2.8% | -4.3% | -1.6% |
| 30D | +6.1% | +15.4% | -9.4% | +5.3% |
| 3M | 0.0% | +13.4% | -13.4% | -0.7% |
| 6M | 0.0% | +10.9% | -11.0% | -0.6% |
| All | 0.0% | +11.6% | -11.7% | -0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling