+1,080.1%
XLI vs MSI
+940.4%
+139.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +4.3% | +2.6% | +1.7% | +3.6% |
| 30D | +0.5% | +18.1% | -17.7% | -4.1% |
| 3M | -8.6% | +13.2% | -21.8% | -11.8% |
| 6M | -2.3% | +36.3% | -38.6% | -10.6% |
| YTD | +10.1% | +39.5% | -29.4% | -0.3% |
| 1Y | +11.0% | +36.9% | -25.9% | +1.0% |
| 3Y | +72.3% | +76.1% | -3.8% | +45.4% |
| 5Y | +70.8% | +123.7% | -52.9% | +34.4% |
| 10Y | +228.7% | +664.3% | -435.6% | +88.2% |
| All | +1,080.1% | +940.4% | +139.7% | +379.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling