+473.2%
MSFT vs XLC
+135.2%
+338.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.6% |
| 7D | +2.3% | +6.2% | -3.9% | -3.2% |
| 30D | -0.4% | -2.4% | +2.0% | +1.9% |
| 3M | +5.6% | -3.3% | +8.9% | +8.6% |
| 6M | +29.0% | -7.3% | +36.3% | +37.7% |
| YTD | +10.9% | -7.6% | +18.6% | +18.4% |
| 1Y | +6.2% | -3.7% | +9.9% | +8.8% |
| 3Y | +47.6% | +62.9% | -15.3% | -10.3% |
| 5Y | +67.9% | +41.6% | +26.3% | +17.0% |
| All | +473.2% | +135.2% | +338.0% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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