+23.7%
MSFT vs XE
-62.6%
+86.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.6% | +0.1% |
| 7D | -2.4% | +25.1% | -27.5% | -4.1% |
| 30D | -3.8% | -11.5% | +7.7% | -3.0% |
| 3M | +6.4% | -44.7% | +51.1% | +10.7% |
| 6M | +28.8% | -64.5% | +93.3% | +29.2% |
| All | +23.7% | -62.6% | +86.3% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 5y: compounded portfolio wealth divided by compounded XE 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…
5y analysis · Full analysis span regression · 6 months rolling