+42.7%
XLP vs MSI
+117.4%
-74.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -1.8% |
| 7D | +3.5% | +5.1% | -1.6% | +2.1% |
| 30D | +11.6% | +13.3% | -1.8% | +7.9% |
| 3M | +7.6% | +18.3% | -10.7% | +2.8% |
| 6M | +10.0% | +18.7% | -8.7% | +4.7% |
| YTD | +19.7% | +36.0% | -16.3% | +9.4% |
| 1Y | +23.5% | +32.6% | -9.1% | +13.6% |
| 3Y | +44.0% | +78.3% | -34.3% | +18.7% |
| 5Y | +42.7% | +121.6% | -78.9% | +7.5% |
| All | +42.7% | +117.4% | -74.7% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling