+133.1%
XLC vs MSI
+414.3%
-281.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.2% | +1.4% |
| 7D | +7.1% | +8.3% | -1.3% | +3.6% |
| 30D | -2.7% | +18.9% | -21.6% | -9.5% |
| 3M | -3.2% | +13.2% | -16.4% | -8.2% |
| 6M | -7.7% | +38.3% | -45.9% | -19.8% |
| YTD | -8.0% | +38.9% | -46.8% | -21.1% |
| 1Y | -3.1% | +36.7% | -39.7% | -16.3% |
| 3Y | +64.9% | +76.6% | -11.7% | +23.7% |
| 5Y | +39.5% | +124.5% | -85.0% | -8.3% |
| All | +133.1% | +414.3% | -281.2% | +1.9% |
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