+300.8%
XLU vs MSCI
+2,648.6%
-2,347.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.6% | +1.6% |
| 7D | +2.1% | -2.1% | +4.2% | +2.5% |
| 30D | -0.4% | -1.7% | +1.4% | -0.1% |
| 3M | +0.5% | -8.2% | +8.7% | +1.9% |
| 6M | -5.8% | -2.4% | -3.4% | -5.9% |
| YTD | +3.1% | -2.8% | +6.0% | +2.7% |
| 1Y | +8.1% | -2.7% | +10.8% | +7.3% |
| 3Y | +50.5% | +7.3% | +43.2% | +44.3% |
| 5Y | +44.7% | -11.4% | +56.1% | +41.3% |
| 10Y | +136.8% | +605.8% | -469.0% | +46.8% |
| All | +300.8% | +2,648.6% | -2,347.9% | +69.0% |
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