+12.3%
XLI vs MSI
+37.5%
-25.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | +3.8% | +3.2% | +0.5% | +3.5% |
| 30D | +1.0% | +17.6% | -16.6% | -0.6% |
| 3M | -8.9% | +14.5% | -23.4% | -10.1% |
| 6M | -2.3% | +34.3% | -36.5% | -5.7% |
| YTD | +9.7% | +39.7% | -30.0% | +7.1% |
| 1Y | +12.3% | +40.2% | -27.9% | +11.9% |
| All | +12.3% | +37.5% | -25.2% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling