-0.9%
MSFT vs MXL
+333.4%
-334.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.2% |
| 7D | -3.5% | +16.6% | -20.1% | -3.7% |
| 30D | -2.1% | +0.5% | -2.5% | -2.1% |
| 3M | +24.2% | -3.6% | +27.8% | +22.8% |
| 6M | +21.9% | +328.0% | -306.2% | +12.2% |
| YTD | +2.5% | +297.8% | -295.4% | -5.8% |
| All | -0.9% | +333.4% | -334.3% | -9.5% |
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