+2,132.9%
MSFT vs MXL
+270.5%
+1,862.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.0% | -7.1% | -2.0% |
| 7D | -1.4% | +15.5% | -16.9% | -3.4% |
| 30D | -1.0% | -11.3% | +10.3% | -0.1% |
| 3M | +20.2% | -16.1% | +36.3% | +18.7% |
| 6M | +21.3% | +323.0% | -301.8% | -13.0% |
| YTD | +2.8% | +281.5% | -278.7% | -25.5% |
| 1Y | 0.0% | +319.3% | -319.3% | -29.5% |
| 3Y | +51.2% | +189.4% | -138.2% | +3.8% |
| 5Y | +71.4% | +26.0% | +45.4% | +31.5% |
| 10Y | +868.6% | +243.5% | +625.1% | +478.7% |
| All | +2,132.9% | +270.5% | +1,862.4% | +1,135.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling