+235.2%
XLI vs MSCI
+799.4%
-564.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.5% |
| 7D | -0.5% | +1.5% | -1.9% | -1.0% |
| 30D | -0.2% | +14.4% | -14.6% | -4.7% |
| 3M | -8.6% | +15.2% | -23.7% | -13.0% |
| 6M | -2.0% | +11.2% | -13.2% | -6.4% |
| YTD | +9.7% | +13.9% | -4.2% | +3.1% |
| 1Y | +11.4% | +12.5% | -1.1% | +5.0% |
| 3Y | +74.2% | +32.3% | +41.9% | +51.0% |
| 5Y | +70.0% | +4.9% | +65.1% | +55.8% |
| 10Y | +235.2% | +779.7% | -544.5% | +45.0% |
| All | +235.2% | +799.4% | -564.1% | +45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling