+167.2%
XLE vs MSI
+676.2%
-509.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -12.0% | +4.7% | -16.7% | -13.7% |
| 30D | -2.7% | +14.8% | -17.5% | -8.2% |
| 3M | +6.6% | +8.8% | -2.2% | +2.6% |
| 6M | +9.5% | +19.3% | -9.8% | +0.6% |
| YTD | +40.6% | +35.3% | +5.2% | +21.3% |
| 1Y | +43.6% | +33.8% | +9.8% | +24.5% |
| 3Y | +58.1% | +74.4% | -16.4% | +18.2% |
| 5Y | +152.2% | +120.5% | +31.7% | +63.8% |
| All | +167.2% | +676.2% | -509.0% | +17.7% |
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