+72.4%
XLI vs MSI
+69.3%
+3.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | +1.0% | -5.8% | +6.7% | +2.5% |
| 30D | -5.8% | -1.0% | -4.8% | -5.6% |
| 3M | +0.7% | +14.2% | -13.4% | -3.3% |
| 6M | +3.2% | +1.0% | +2.1% | +2.6% |
| YTD | +13.0% | +21.5% | -8.4% | +5.6% |
| 1Y | +16.8% | -2.1% | +18.9% | +17.7% |
| 3Y | +72.4% | +69.3% | +3.1% | +40.8% |
| All | +72.4% | +69.3% | +3.1% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling