+135.8%
XLC vs MSCI
+324.3%
-188.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | +3.5% | -1.9% | +5.4% | +4.2% |
| 30D | -2.6% | +16.5% | -19.0% | -8.4% |
| 3M | -2.1% | +18.2% | -20.3% | -8.6% |
| 6M | -5.5% | +14.0% | -19.5% | -11.1% |
| YTD | -6.9% | +16.6% | -23.5% | -14.0% |
| 1Y | -3.7% | +14.8% | -18.6% | -10.5% |
| 3Y | +64.2% | +33.3% | +30.9% | +38.4% |
| 5Y | +43.0% | +9.1% | +34.0% | +27.4% |
| All | +135.8% | +324.3% | -188.5% | +1.8% |
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