+64.7%
XLC vs MSI
+76.4%
-11.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +3.7% | +3.2% | +0.5% | +3.0% |
| 30D | -1.9% | +17.6% | -19.5% | -5.3% |
| 3M | -3.1% | +14.5% | -17.6% | -5.9% |
| 6M | -6.4% | +34.3% | -40.6% | -12.4% |
| YTD | -6.8% | +39.7% | -46.6% | -14.5% |
| 1Y | -1.7% | +40.2% | -41.9% | -9.9% |
| 3Y | +64.7% | +77.1% | -12.5% | +34.9% |
| All | +64.7% | +76.4% | -11.7% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling