+428.6%
MSFT vs XLC
+141.1%
+287.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | +0.1% |
| 7D | -1.0% | -1.4% | +0.4% | +0.3% |
| 30D | -2.7% | -0.9% | -1.8% | -1.9% |
| 3M | +22.1% | -0.3% | +22.4% | +22.1% |
| 6M | +20.6% | -5.2% | +25.8% | +26.3% |
| YTD | +2.3% | -5.3% | +7.6% | +6.9% |
| 1Y | -0.5% | -2.8% | +2.3% | +1.2% |
| 3Y | +50.5% | +71.2% | -20.7% | -12.7% |
| 5Y | +72.3% | +37.6% | +34.8% | +24.6% |
| All | +428.6% | +141.1% | +287.5% | +101.2% |
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