+141.4%
XLC vs MSI
+349.8%
-208.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | +0.6% | -5.8% | +6.3% | +3.0% |
| 30D | +0.2% | -1.0% | +1.2% | +0.5% |
| 3M | +0.6% | +14.2% | -13.5% | -5.1% |
| 6M | -4.5% | +1.0% | -5.6% | -5.8% |
| YTD | -4.7% | +21.5% | -26.2% | -13.6% |
| 1Y | -1.7% | -2.1% | +0.5% | -2.2% |
| 3Y | +72.3% | +69.3% | +2.9% | +30.6% |
| 5Y | +37.8% | +99.3% | -61.6% | -5.0% |
| All | +141.4% | +349.8% | -208.5% | +11.6% |
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