+9.0%
MSFT vs XLE
+50.1%
-41.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -4.7% | +11.4% | +5.6% |
| 7D | +4.7% | -7.2% | +11.9% | +3.3% |
| 30D | +5.8% | +0.1% | +5.7% | +6.0% |
| 3M | +13.0% | +9.2% | +3.8% | +14.9% |
| 6M | +34.9% | +8.4% | +26.6% | +37.1% |
| YTD | +15.7% | +44.9% | -29.2% | +26.3% |
| 1Y | +9.0% | +49.9% | -40.9% | +18.5% |
| All | +9.0% | +50.1% | -41.1% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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