+9.0%
MSFT vs MXL
+276.5%
-267.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -11.1% | +17.8% | +6.9% |
| 7D | +4.7% | -24.3% | +29.0% | +5.2% |
| 30D | +5.8% | -46.1% | +51.9% | +6.9% |
| 3M | +13.0% | -21.8% | +34.8% | +13.4% |
| 6M | +34.9% | -27.2% | +62.1% | +33.8% |
| YTD | +15.7% | +226.2% | -210.5% | +6.0% |
| 1Y | +9.0% | +297.0% | -288.0% | -0.8% |
| All | +9.0% | +276.5% | -267.5% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling