+872.1%
MSFT vs XEL
+151.3%
+720.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -3.5% | -1.2% | -2.2% | -3.1% |
| 30D | -2.1% | -2.9% | +0.8% | -1.2% |
| 3M | +24.2% | -2.7% | +26.9% | +25.0% |
| 6M | +21.9% | -6.5% | +28.4% | +23.7% |
| YTD | +2.5% | +3.6% | -1.2% | 0.0% |
| 1Y | -0.8% | +7.5% | -8.3% | -4.7% |
| 3Y | +50.8% | +46.3% | +4.4% | +24.2% |
| 5Y | +73.5% | +30.5% | +43.0% | +49.0% |
| All | +872.1% | +151.3% | +720.8% | +598.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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