+45.8%
XLU vs MSCI
-10.5%
+56.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.3% |
| 7D | +0.6% | -1.1% | +1.7% | +0.8% |
| 30D | -0.4% | -1.2% | +0.7% | -0.3% |
| 3M | -1.7% | -8.4% | +6.7% | -0.6% |
| 6M | -7.1% | -1.0% | -6.1% | -7.5% |
| YTD | +1.9% | -2.3% | +4.2% | +1.4% |
| 1Y | +6.1% | -1.2% | +7.3% | +5.1% |
| 3Y | +48.8% | +7.9% | +40.8% | +42.6% |
| All | +45.8% | -10.5% | +56.3% | +35.5% |
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 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