+135.9%
XLU vs MSCI
+634.9%
-499.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -1.6% | -3.2% | +1.6% | -0.9% |
| 30D | -3.3% | -1.1% | -2.2% | -3.1% |
| 3M | -3.2% | -6.3% | +3.2% | -2.1% |
| 6M | -7.0% | +2.1% | -9.1% | -8.1% |
| YTD | +0.6% | -2.3% | +2.9% | 0.0% |
| 1Y | +2.4% | -3.9% | +6.4% | +1.9% |
| 3Y | +46.3% | +7.5% | +38.8% | +39.1% |
| 5Y | +44.0% | -9.8% | +53.7% | +39.3% |
| All | +135.9% | +634.9% | -499.0% | +44.7% |
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