+1,075.2%
XLI vs MSI
+934.5%
+140.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.5% | +7.4% | -8.9% | -3.5% |
| 30D | -0.3% | +18.7% | -19.0% | -4.9% |
| 3M | -8.4% | +14.5% | -22.8% | -11.8% |
| 6M | -2.1% | +38.1% | -40.2% | -10.7% |
| YTD | +9.6% | +38.7% | -29.1% | -0.6% |
| 1Y | +10.7% | +35.4% | -24.7% | +1.0% |
| 3Y | +71.6% | +75.1% | -3.5% | +45.0% |
| 5Y | +70.8% | +126.4% | -55.6% | +33.9% |
| 10Y | +228.0% | +671.4% | -443.4% | +87.4% |
| All | +1,075.2% | +934.5% | +140.7% | +378.3% |
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