+752.9%
XLY vs MSCI
+2,648.6%
-1,895.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | +0.6% |
| 7D | -0.5% | -2.1% | +1.6% | +0.2% |
| 30D | -4.9% | -1.7% | -3.2% | -4.4% |
| 3M | -1.0% | -8.2% | +7.2% | +1.6% |
| 6M | 0.0% | -2.4% | +2.4% | -0.1% |
| YTD | -4.2% | -2.8% | -1.3% | -4.6% |
| 1Y | -2.7% | -2.7% | 0.0% | -3.6% |
| 3Y | +38.4% | +7.3% | +31.1% | +29.7% |
| 5Y | +28.9% | -11.4% | +40.3% | +27.1% |
| 10Y | +214.7% | +605.8% | -391.1% | +44.3% |
| All | +752.9% | +2,648.6% | -1,895.7% | +127.0% |
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