+894.4%
MSFT vs XLE
+170.5%
+723.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.1% | -2.8% |
| 7D | -6.2% | -0.2% | -6.0% | -6.2% |
| 30D | -3.7% | -4.0% | +0.3% | -2.8% |
| 3M | +3.6% | +4.6% | -1.0% | +2.0% |
| 6M | +26.8% | +12.3% | +14.5% | +22.0% |
| YTD | +8.4% | +44.5% | -36.1% | -3.6% |
| 1Y | +3.3% | +42.4% | -39.1% | -7.9% |
| 3Y | +44.3% | +67.0% | -22.8% | +21.0% |
| 5Y | +63.3% | +161.9% | -98.6% | +15.0% |
| 10Y | +894.4% | +173.9% | +720.5% | +583.8% |
| All | +894.4% | +170.5% | +723.9% | +583.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling