+51.6%
XLU vs MSCI
+6.7%
+44.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | +2.1% | +3.0% | -0.9% | +1.6% |
| 30D | +5.6% | +17.8% | -12.2% | +2.8% |
| 3M | +0.7% | +15.2% | -14.5% | -1.6% |
| 6M | -0.1% | +16.5% | -16.5% | -2.9% |
| YTD | +5.3% | +16.4% | -11.0% | +1.8% |
| 1Y | +2.2% | +16.8% | -14.7% | -1.4% |
| 3Y | +61.6% | +35.8% | +25.9% | +48.6% |
| All | +51.6% | +6.7% | +44.9% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling