+35.8%
XLC vs MSI
+118.7%
-82.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +4.9% | +4.7% | +0.2% | +3.1% |
| 30D | -5.8% | +14.8% | -20.6% | -10.5% |
| 3M | -5.4% | +8.8% | -14.2% | -8.5% |
| 6M | -10.2% | +19.3% | -29.5% | -16.6% |
| YTD | -10.2% | +35.3% | -45.5% | -21.3% |
| 1Y | -5.6% | +33.8% | -39.4% | -17.0% |
| 3Y | +61.0% | +74.4% | -13.4% | +19.8% |
| All | +35.8% | +118.7% | -82.9% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling