+61.6%
XLU vs MSCI
+34.1%
+27.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +2.1% | +3.0% | -0.9% | +1.9% |
| 30D | +5.6% | +17.8% | -12.2% | +4.2% |
| 3M | +0.7% | +15.2% | -14.5% | -0.4% |
| 6M | -0.1% | +16.5% | -16.5% | -1.5% |
| YTD | +5.3% | +16.4% | -11.0% | +3.5% |
| 1Y | +2.2% | +16.8% | -14.7% | +0.3% |
| 3Y | +61.6% | +35.8% | +25.9% | +49.4% |
| All | +61.6% | +34.1% | +27.5% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling