+124.6%
XLP vs MSCI
+789.3%
-664.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.8% |
| 7D | +0.7% | +2.8% | -2.1% | +0.2% |
| 30D | +10.3% | +15.4% | -5.2% | +7.1% |
| 3M | +6.5% | +13.4% | -6.9% | +3.7% |
| 6M | +8.4% | +10.9% | -2.5% | +5.7% |
| YTD | +18.2% | +13.0% | +5.2% | +14.3% |
| 1Y | +22.4% | +12.0% | +10.4% | +18.6% |
| 3Y | +41.9% | +34.1% | +7.8% | +30.0% |
| 5Y | +40.9% | +3.9% | +37.0% | +33.4% |
| All | +124.6% | +789.3% | -664.8% | +35.0% |
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