-4.1%
XLC vs MSCI
+12.7%
-16.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | +2.3% |
| 7D | +7.1% | +1.5% | +5.6% | +6.8% |
| 30D | -2.7% | +14.4% | -17.1% | -4.8% |
| 3M | -3.2% | +15.2% | -18.4% | -5.4% |
| 6M | -7.7% | +11.2% | -18.9% | -9.5% |
| YTD | -8.0% | +13.9% | -21.9% | -9.7% |
| All | -4.1% | +12.7% | -16.7% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling