+34.9%
XLV vs MSCI
-11.6%
+46.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -4.4% | -4.7% | +0.3% | -3.4% |
| 30D | -1.4% | -2.2% | +0.8% | -1.0% |
| 3M | +8.9% | -9.7% | +18.5% | +10.9% |
| 6M | +9.1% | +0.3% | +8.8% | +8.3% |
| YTD | +7.9% | -3.5% | +11.4% | +7.8% |
| 1Y | +22.7% | -1.4% | +24.1% | +21.6% |
| 3Y | +31.9% | +6.6% | +25.3% | +26.2% |
| 5Y | +34.9% | -10.9% | +45.8% | +28.3% |
| All | +34.9% | -11.6% | +46.5% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling