+164.2%
XLB vs MSI
+670.3%
-506.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +0.5% | +7.4% | -6.9% | -2.7% |
| 30D | +6.9% | +18.7% | -11.8% | -0.9% |
| 3M | -0.2% | +14.5% | -14.6% | -6.1% |
| 6M | +3.3% | +38.1% | -34.8% | -11.1% |
| YTD | +18.0% | +38.7% | -20.7% | +0.3% |
| 1Y | +24.2% | +35.4% | -11.2% | +6.7% |
| 3Y | +44.7% | +75.1% | -30.4% | +7.3% |
| 5Y | +31.6% | +126.4% | -94.8% | -15.6% |
| 10Y | +164.2% | +671.4% | -507.2% | +5.7% |
| All | +164.2% | +670.3% | -506.1% | +5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling