+135.9%
XLU vs MSI
+605.3%
-469.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | -3.3% | -0.8% | -2.5% | -3.2% |
| 3M | -3.2% | +13.9% | -17.1% | -7.7% |
| 6M | -7.0% | +1.3% | -8.3% | -8.1% |
| YTD | +0.6% | +22.3% | -21.7% | -7.1% |
| 1Y | +2.4% | -3.9% | +6.3% | +2.7% |
| 3Y | +46.3% | +69.9% | -23.6% | +17.4% |
| 5Y | +44.0% | +103.8% | -59.8% | +6.3% |
| All | +135.9% | +605.3% | -469.4% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling