+65.5%
XLF vs MSCI
-10.9%
+76.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -0.2% |
| 7D | +0.2% | -2.1% | +2.3% | +0.8% |
| 30D | -0.5% | -1.7% | +1.2% | 0.0% |
| 3M | +10.6% | -8.2% | +18.9% | +13.2% |
| 6M | +14.3% | -2.4% | +16.7% | +14.2% |
| YTD | +5.5% | -2.8% | +8.3% | +5.2% |
| 1Y | +9.6% | -2.7% | +12.2% | +8.8% |
| 3Y | +75.2% | +7.3% | +67.9% | +65.2% |
| 5Y | +65.5% | -11.4% | +77.0% | +54.3% |
| All | +65.5% | -10.9% | +76.4% | +54.3% |
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