+127.5%
XLP vs MSCI
+810.0%
-682.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | -0.2% |
| 7D | +3.5% | +6.0% | -2.6% | +2.2% |
| 30D | +11.6% | +18.2% | -6.6% | +7.8% |
| 3M | +7.6% | +15.1% | -7.5% | +4.5% |
| 6M | +10.0% | +13.7% | -3.7% | +6.8% |
| YTD | +19.7% | +15.6% | +4.1% | +15.2% |
| 1Y | +23.5% | +16.3% | +7.1% | +18.6% |
| 3Y | +44.0% | +36.9% | +7.1% | +31.4% |
| 5Y | +42.7% | +6.3% | +36.4% | +34.5% |
| All | +127.5% | +810.0% | -682.5% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling