+437.2%
MSFT vs XLC
+143.7%
+293.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -0.9% |
| 7D | -2.7% | -0.8% | -1.8% | -1.9% |
| 30D | +2.7% | +1.0% | +1.7% | +1.7% |
| 3M | +17.0% | -0.7% | +17.7% | +17.4% |
| 6M | +23.8% | -5.1% | +29.0% | +29.7% |
| YTD | +4.0% | -4.3% | +8.3% | +7.6% |
| 1Y | -0.8% | -0.6% | -0.3% | -1.3% |
| 3Y | +55.6% | +72.7% | -17.1% | -10.5% |
| 5Y | +72.9% | +38.0% | +34.9% | +24.8% |
| All | +437.2% | +143.7% | +293.5% | +102.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling