+9.0%
MSFT vs XLB
+29.8%
-20.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.5% | +4.2% | +6.7% |
| 7D | +4.7% | +3.9% | +0.7% | +4.6% |
| 30D | +5.8% | +8.9% | -3.1% | +5.8% |
| 3M | +13.0% | +4.1% | +8.9% | +12.9% |
| 6M | +34.9% | +7.3% | +27.6% | +34.8% |
| YTD | +15.7% | +20.4% | -4.7% | +16.2% |
| 1Y | +9.0% | +29.5% | -20.6% | +8.6% |
| All | +9.0% | +29.8% | -20.9% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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