+124.6%
XLP vs MSI
+676.2%
-551.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +0.7% | +4.7% | -3.9% | -0.6% |
| 30D | +10.3% | +14.8% | -4.5% | +5.8% |
| 3M | +6.5% | +8.8% | -2.3% | +3.8% |
| 6M | +8.4% | +19.3% | -10.9% | +2.3% |
| YTD | +18.2% | +35.3% | -17.1% | +7.1% |
| 1Y | +22.4% | +33.8% | -11.3% | +11.2% |
| 3Y | +41.9% | +74.4% | -32.5% | +17.0% |
| 5Y | +40.9% | +120.5% | -79.7% | +6.2% |
| All | +124.6% | +676.2% | -551.6% | +27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling