+878.4%
MSFT vs MXL
+313.4%
+565.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.5% | -6.9% | -0.5% |
| 7D | -0.8% | +18.9% | -19.7% | -3.4% |
| 30D | +0.8% | +0.3% | +0.5% | +0.1% |
| 3M | +27.2% | -8.0% | +35.3% | +23.8% |
| 6M | +22.9% | +341.2% | -318.3% | -16.4% |
| YTD | +3.1% | +327.8% | -324.7% | -30.0% |
| 1Y | -0.3% | +364.9% | -365.2% | -34.4% |
| 3Y | +50.1% | +229.2% | -179.1% | -5.4% |
| 5Y | +74.6% | +42.8% | +31.9% | +27.8% |
| All | +878.4% | +313.4% | +565.0% | +372.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling