+508.9%
XLP vs MSI
+815.7%
-306.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -1.0% | -3.7% | +2.7% | -0.5% |
| 30D | -0.9% | +6.8% | -7.7% | -1.8% |
| 3M | +3.8% | +14.3% | -10.5% | +2.0% |
| 6M | -1.7% | -1.6% | -0.2% | -1.8% |
| YTD | +10.3% | +22.8% | -12.5% | +7.1% |
| 1Y | +7.8% | -1.1% | +8.9% | +7.6% |
| 3Y | +27.2% | +70.5% | -43.3% | +18.1% |
| 5Y | +32.5% | +102.8% | -70.3% | +20.0% |
| 10Y | +101.8% | +597.4% | -495.6% | +59.0% |
| All | +508.9% | +815.7% | -306.8% | +255.3% |
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