+8.6%
XLF vs MSI
-1.8%
+10.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -2.9% | -1.8% | -1.1% | -2.8% |
| 30D | -1.6% | -0.6% | -1.0% | -1.6% |
| 3M | +9.3% | +13.0% | -3.8% | +8.1% |
| 6M | +14.6% | +0.5% | +14.1% | +13.9% |
| YTD | +4.7% | +21.7% | -17.0% | +2.4% |
| 1Y | +8.6% | -2.6% | +11.3% | +9.9% |
| All | +8.6% | -1.8% | +10.4% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling