+649.7%
XLU vs MSI
+805.8%
-156.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.0% |
| 7D | +2.1% | -5.8% | +7.8% | +3.1% |
| 30D | -0.4% | -1.0% | +0.6% | -0.2% |
| 3M | +0.5% | +14.2% | -13.7% | -2.0% |
| 6M | -5.8% | +1.0% | -6.8% | -6.3% |
| YTD | +3.1% | +21.5% | -18.3% | -0.8% |
| 1Y | +8.1% | -2.1% | +10.2% | +7.9% |
| 3Y | +50.5% | +69.3% | -18.8% | +35.9% |
| 5Y | +44.7% | +99.3% | -54.6% | +26.3% |
| 10Y | +136.8% | +595.0% | -458.2% | +68.7% |
| All | +649.7% | +805.8% | -156.1% | +284.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling