+248.8%
XLF vs MSI
+605.3%
-356.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.4% |
| 7D | -1.5% | -0.4% | -1.1% | -1.3% |
| 30D | -1.2% | -0.8% | -0.4% | -0.9% |
| 3M | +9.2% | +13.9% | -4.8% | +2.3% |
| 6M | +16.3% | +1.3% | +15.0% | +14.4% |
| YTD | +5.4% | +22.3% | -16.9% | -5.8% |
| 1Y | +7.6% | -3.9% | +11.5% | +7.8% |
| 3Y | +74.2% | +69.9% | +4.3% | +28.4% |
| 5Y | +66.1% | +103.8% | -37.7% | +9.2% |
| All | +248.8% | +605.3% | -356.4% | +45.0% |
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