+59.3%
XLF vs MSCI
+6.7%
+52.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.4% |
| 7D | +2.7% | +3.0% | -0.3% | +1.7% |
| 30D | +7.6% | +17.8% | -10.2% | +2.0% |
| 3M | +1.1% | +15.2% | -14.1% | -3.6% |
| 6M | +15.9% | +16.5% | -0.6% | +9.4% |
| YTD | +8.4% | +16.4% | -7.9% | +1.8% |
| 1Y | +12.5% | +16.8% | -4.3% | +5.5% |
| 3Y | +81.6% | +35.8% | +45.8% | +57.8% |
| All | +59.3% | +6.7% | +52.6% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling