+289.8%
XLB vs MSCI
+3,095.4%
-2,805.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | +0.1% |
| 7D | -1.5% | +2.8% | -4.3% | -2.5% |
| 30D | +6.1% | +15.4% | -9.4% | +0.4% |
| 3M | 0.0% | +13.4% | -13.4% | -4.9% |
| 6M | 0.0% | +10.9% | -11.0% | -4.9% |
| YTD | +16.0% | +13.0% | +3.0% | +8.6% |
| 1Y | +24.7% | +12.0% | +12.7% | +17.1% |
| 3Y | +40.4% | +34.1% | +6.3% | +19.9% |
| 5Y | +30.7% | +3.9% | +26.8% | +19.6% |
| 10Y | +173.3% | +802.0% | -628.7% | +1.3% |
| All | +289.8% | +3,095.4% | -2,805.6% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling