+2,278.6%
MSFT vs XLB
+822.6%
+1,456.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -2.7% | -1.4% | -1.3% | -1.9% |
| 30D | +2.7% | -0.4% | +3.1% | +2.9% |
| 3M | +17.0% | +2.0% | +15.0% | +15.1% |
| 6M | +23.8% | +1.8% | +22.0% | +21.4% |
| YTD | +4.0% | +16.6% | -12.6% | -6.3% |
| 1Y | -0.8% | +16.9% | -17.8% | -11.0% |
| 3Y | +55.6% | +32.6% | +23.1% | +28.0% |
| 5Y | +72.9% | +35.6% | +37.3% | +40.3% |
| 10Y | +875.8% | +160.0% | +715.8% | +434.2% |
| All | +2,278.6% | +822.6% | +1,456.0% | +527.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling