+1,117.4%
XLI vs MSI
+815.7%
+301.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -1.1% | -3.7% | +2.6% | -0.1% |
| 30D | -5.9% | +6.8% | -12.8% | -7.8% |
| 3M | -0.3% | +14.3% | -14.6% | -4.1% |
| 6M | +0.1% | -1.6% | +1.7% | 0.0% |
| YTD | +13.6% | +22.8% | -9.2% | +6.6% |
| 1Y | +17.2% | -1.1% | +18.3% | +16.4% |
| 3Y | +68.2% | +70.5% | -2.3% | +43.3% |
| 5Y | +80.7% | +102.8% | -22.1% | +46.1% |
| 10Y | +253.3% | +597.4% | -344.2% | +107.7% |
| All | +1,117.4% | +815.7% | +301.7% | +412.8% |
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 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