+133.6%
XLC vs MSI
+416.7%
-283.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | +3.1% | +2.6% | +0.5% | +2.0% |
| 30D | -4.2% | +18.1% | -22.3% | -10.6% |
| 3M | -2.1% | +13.2% | -15.3% | -7.2% |
| 6M | -6.6% | +36.3% | -42.9% | -18.3% |
| YTD | -7.8% | +39.5% | -47.3% | -21.1% |
| 1Y | -4.1% | +36.9% | -41.0% | -17.3% |
| 3Y | +62.6% | +76.1% | -13.5% | +22.1% |
| 5Y | +39.6% | +123.7% | -84.1% | -8.1% |
| All | +133.6% | +416.7% | -283.1% | +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