+133,470.8%
MSFT vs XEL
+1,934.3%
+131,536.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -2.7% | -1.0% | -1.7% | -2.4% |
| 30D | +2.7% | -1.9% | +4.6% | +3.2% |
| 3M | +17.0% | -1.9% | +18.9% | +17.4% |
| 6M | +23.8% | -7.4% | +31.3% | +25.7% |
| YTD | +4.0% | +4.1% | -0.1% | +2.0% |
| 1Y | -0.8% | +8.0% | -8.9% | -3.8% |
| 3Y | +55.6% | +48.4% | +7.2% | +35.5% |
| 5Y | +72.9% | +27.2% | +45.7% | +56.6% |
| 10Y | +875.8% | +146.8% | +729.0% | +638.5% |
| All | +133,470.8% | +1,934.3% | +131,536.5% | +53,153.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling