+162.4%
XLU vs MSCI
+811.9%
-649.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | +2.1% | +3.0% | -0.9% | +1.4% |
| 30D | +5.6% | +17.8% | -12.2% | +1.8% |
| 3M | +0.7% | +15.2% | -14.5% | -2.5% |
| 6M | -0.1% | +16.5% | -16.5% | -4.0% |
| YTD | +5.3% | +16.4% | -11.0% | +0.6% |
| 1Y | +2.2% | +16.8% | -14.7% | -2.6% |
| 3Y | +61.6% | +35.8% | +25.9% | +45.6% |
| 5Y | +53.6% | +7.0% | +46.6% | +43.4% |
| All | +162.4% | +811.9% | -649.4% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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