+127.5%
XLC vs MSCI
+311.2%
-183.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.3% |
| 7D | +4.9% | +2.8% | +2.1% | +3.7% |
| 30D | -5.8% | +15.4% | -21.2% | -11.2% |
| 3M | -5.4% | +13.4% | -18.8% | -10.3% |
| 6M | -10.2% | +10.9% | -21.1% | -14.6% |
| YTD | -10.2% | +13.0% | -23.1% | -16.0% |
| 1Y | -5.6% | +12.0% | -17.6% | -11.5% |
| 3Y | +61.0% | +34.1% | +26.9% | +35.0% |
| 5Y | +35.2% | +3.9% | +31.4% | +22.9% |
| All | +127.5% | +311.2% | -183.6% | -0.5% |
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