+136.2%
XLP vs MSI
+663.2%
-527.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -0.2% | +2.6% | -2.8% | -1.0% |
| 30D | +8.2% | +18.1% | -10.0% | +2.9% |
| 3M | +7.7% | +13.2% | -5.5% | +3.8% |
| 6M | +9.3% | +36.3% | -27.0% | -0.6% |
| YTD | +19.5% | +39.5% | -20.0% | +7.3% |
| 1Y | +21.0% | +36.9% | -15.9% | +9.2% |
| 3Y | +43.2% | +76.1% | -32.9% | +17.8% |
| 5Y | +42.7% | +123.7% | -81.0% | +7.1% |
| All | +136.2% | +663.2% | -527.0% | +33.9% |
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