+80.9%
XLI vs MSI
+97.7%
-16.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -0.6% | -4.0% | +3.4% | +0.9% |
| 30D | -6.9% | -0.5% | -6.5% | -6.9% |
| 3M | -1.9% | +11.4% | -13.3% | -6.3% |
| 6M | +1.0% | +1.0% | +0.1% | -0.1% |
| YTD | +11.3% | +20.7% | -9.3% | +1.9% |
| 1Y | +15.8% | -2.7% | +18.5% | +16.1% |
| 3Y | +69.8% | +68.2% | +1.6% | +29.5% |
| 5Y | +80.9% | +100.0% | -19.1% | +23.9% |
| All | +80.9% | +97.7% | -16.8% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling