+81.4%
XLF vs MSI
+77.7%
+3.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | -1.0% | +7.7% | -8.7% | -2.6% |
| 30D | +6.5% | +19.9% | -13.4% | +2.1% |
| 3M | +1.8% | +14.9% | -13.1% | -1.5% |
| 6M | +15.4% | +37.2% | -21.9% | +6.7% |
| YTD | +8.4% | +40.8% | -32.4% | -1.8% |
| 1Y | +11.9% | +38.1% | -26.2% | +2.0% |
| All | +81.4% | +77.7% | +3.7% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling