+915.1%
MSFT vs XEL
+187.7%
+727.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -1.3% | +2.4% | -3.7% | -2.0% |
| 30D | -1.8% | +8.3% | -10.1% | -4.4% |
| 3M | +5.6% | +4.2% | +1.5% | +4.1% |
| 6M | +29.8% | +3.7% | +26.1% | +27.6% |
| YTD | +9.0% | +13.1% | -4.0% | +3.3% |
| 1Y | +4.9% | +5.0% | -0.1% | +2.1% |
| 3Y | +46.2% | +55.0% | -8.7% | +18.7% |
| 5Y | +62.1% | +51.8% | +10.3% | +31.0% |
| All | +915.1% | +187.7% | +727.4% | +592.5% |
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