+8.6%
XLF vs MSCI
-1.7%
+10.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -1.0% | -1.1% | 0.0% | -0.8% |
| 30D | -1.3% | -1.2% | -0.1% | -1.1% |
| 3M | +9.1% | -8.4% | +17.5% | +10.5% |
| 6M | +14.4% | -1.0% | +15.4% | +13.6% |
| YTD | +5.1% | -2.3% | +7.3% | +4.5% |
| 1Y | +8.6% | -1.2% | +9.8% | +8.0% |
| All | +8.6% | -1.7% | +10.3% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 1y: compounded portfolio wealth divided by compounded MSCI 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…
1y analysis · Full analysis span regression · 6 months rolling