+33.6%
XLY vs MSI
+70.3%
-36.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | -4.2% | -0.8% | -3.4% | -4.0% |
| 3M | -2.7% | +13.9% | -16.6% | -6.2% |
| 6M | -0.6% | +1.3% | -2.0% | -1.2% |
| YTD | -5.0% | +22.3% | -27.3% | -11.4% |
| 1Y | -4.1% | -3.9% | -0.2% | -2.6% |
| 3Y | +33.6% | +69.9% | -36.3% | +5.0% |
| All | +33.6% | +70.3% | -36.7% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling