+227.3%
XLI vs MSCI
+799.8%
-572.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | +4.3% | -0.7% | +5.0% | +4.5% |
| 30D | +0.5% | +16.2% | -15.7% | -4.5% |
| 3M | -8.6% | +16.1% | -24.7% | -13.3% |
| 6M | -2.3% | +12.9% | -15.2% | -7.3% |
| YTD | +10.1% | +14.8% | -4.7% | +3.1% |
| 1Y | +11.0% | +13.8% | -2.8% | +4.2% |
| 3Y | +72.3% | +31.2% | +41.0% | +49.8% |
| 5Y | +70.8% | +5.6% | +65.3% | +56.3% |
| All | +227.3% | +799.8% | -572.4% | +37.6% |
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