+868.6%
MSFT vs XLE
+174.0%
+694.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -1.0% | +12.6% | -13.7% | -4.3% |
| 3M | +20.2% | +11.8% | +8.4% | +16.3% |
| 6M | +21.3% | +16.1% | +5.2% | +15.6% |
| YTD | +2.8% | +46.9% | -44.1% | -8.7% |
| 1Y | 0.0% | +53.3% | -53.3% | -12.5% |
| 3Y | +51.2% | +54.9% | -3.7% | +30.0% |
| 5Y | +71.4% | +225.7% | -154.3% | +11.9% |
| 10Y | +868.6% | +170.7% | +697.9% | +551.4% |
| All | +868.6% | +174.0% | +694.6% | +551.4% |
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