+163.9%
XLE vs MSI
+670.3%
-506.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -6.7% | +7.4% | -14.1% | -9.5% |
| 30D | -4.4% | +18.7% | -23.1% | -11.1% |
| 3M | +4.0% | +14.5% | -10.5% | -1.9% |
| 6M | +13.2% | +38.1% | -24.9% | -2.0% |
| YTD | +41.9% | +38.7% | +3.2% | +21.2% |
| 1Y | +41.6% | +35.4% | +6.2% | +22.3% |
| 3Y | +64.0% | +75.1% | -11.1% | +22.6% |
| 5Y | +158.1% | +126.4% | +31.7% | +65.7% |
| 10Y | +163.9% | +671.4% | -507.5% | +14.5% |
| All | +163.9% | +670.3% | -506.4% | +14.5% |
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