+262.7%
XLI vs MSCI
+611.7%
-349.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.8% |
| 7D | +1.0% | -2.1% | +3.1% | +1.6% |
| 30D | -5.8% | -1.7% | -4.1% | -5.4% |
| 3M | +0.7% | -8.2% | +8.9% | +2.8% |
| 6M | +3.2% | -2.4% | +5.6% | +2.7% |
| YTD | +13.0% | -2.8% | +15.9% | +12.1% |
| 1Y | +16.8% | -2.7% | +19.4% | +15.2% |
| 3Y | +72.4% | +7.3% | +65.1% | +60.7% |
| 5Y | +82.8% | -11.4% | +94.2% | +77.1% |
| All | +262.7% | +611.7% | -349.0% | +63.2% |
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