+309.2%
XLU vs MSCI
+3,191.3%
-2,882.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | +2.1% | +3.0% | -0.9% | +1.5% |
| 30D | +5.6% | +17.8% | -12.2% | +2.0% |
| 3M | +0.7% | +15.2% | -14.5% | -2.3% |
| 6M | -0.1% | +16.5% | -16.5% | -3.7% |
| YTD | +5.3% | +16.4% | -11.0% | +0.9% |
| 1Y | +2.2% | +16.8% | -14.7% | -2.2% |
| 3Y | +61.6% | +35.8% | +25.9% | +47.4% |
| 5Y | +53.6% | +7.0% | +46.6% | +44.3% |
| 10Y | +162.3% | +818.6% | -656.3% | +54.0% |
| All | +309.2% | +3,191.3% | -2,882.1% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling