+561.3%
XLP vs MSI
+914.1%
-352.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -1.3% |
| 7D | +3.5% | +5.1% | -1.6% | +2.8% |
| 30D | +11.6% | +13.3% | -1.8% | +9.8% |
| 3M | +7.6% | +18.3% | -10.7% | +5.3% |
| 6M | +10.0% | +18.7% | -8.7% | +7.4% |
| YTD | +19.7% | +36.0% | -16.3% | +14.8% |
| 1Y | +23.5% | +32.6% | -9.1% | +18.7% |
| 3Y | +44.0% | +78.3% | -34.3% | +32.9% |
| 5Y | +42.7% | +121.6% | -78.9% | +27.7% |
| 10Y | +131.3% | +689.0% | -557.7% | +79.6% |
| All | +561.3% | +914.1% | -352.8% | +280.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling