+429.4%
XLF vs MSI
+942.0%
-512.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +2.7% | +3.2% | -0.6% | +1.5% |
| 30D | +7.6% | +17.6% | -10.0% | +1.7% |
| 3M | +1.1% | +14.5% | -13.4% | -3.7% |
| 6M | +15.9% | +34.3% | -18.4% | +4.2% |
| YTD | +8.4% | +39.7% | -31.3% | -4.6% |
| 1Y | +12.5% | +40.2% | -27.7% | -1.2% |
| 3Y | +81.6% | +77.1% | +4.4% | +45.6% |
| 5Y | +59.3% | +124.0% | -64.8% | +16.7% |
| 10Y | +225.4% | +665.5% | -440.0% | +56.5% |
| All | +429.4% | +942.0% | -512.6% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling