+44.4%
XLU vs MSI
+100.4%
-56.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.2% |
| 7D | -1.2% | -1.8% | +0.6% | -0.7% |
| 30D | -2.5% | -0.6% | -1.9% | -2.5% |
| 3M | -2.7% | +13.0% | -15.8% | -6.3% |
| 6M | -7.5% | +0.5% | -8.0% | -8.0% |
| YTD | +0.9% | +21.7% | -20.8% | -5.5% |
| 1Y | +3.3% | -2.6% | +5.9% | +3.5% |
| 3Y | +47.3% | +69.7% | -22.4% | +20.7% |
| 5Y | +44.4% | +102.8% | -58.4% | +9.4% |
| All | +44.4% | +100.4% | -56.0% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling