+526.4%
XLI vs MSCI
+3,174.4%
-2,648.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.6% |
| 7D | -1.5% | +2.7% | -4.2% | -2.5% |
| 30D | -0.3% | +16.2% | -16.5% | -5.5% |
| 3M | -8.4% | +17.1% | -25.4% | -13.5% |
| 6M | -2.1% | +13.0% | -15.1% | -7.2% |
| YTD | +9.6% | +15.8% | -6.1% | +2.2% |
| 1Y | +10.7% | +15.5% | -4.8% | +3.2% |
| 3Y | +71.6% | +32.3% | +39.2% | +48.9% |
| 5Y | +70.8% | +8.2% | +62.6% | +54.7% |
| 10Y | +228.0% | +800.7% | -572.7% | +32.4% |
| All | +526.4% | +3,174.4% | -2,648.0% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling