+62.4%
MSFT vs XLE
+169.4%
-106.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | -1.3% | +5.4% | -6.7% | -2.0% |
| 30D | -1.8% | -3.9% | +2.1% | -1.4% |
| 3M | +5.6% | +7.0% | -1.4% | +4.4% |
| 6M | +29.8% | +14.2% | +15.6% | +26.8% |
| YTD | +9.0% | +48.2% | -39.2% | +1.1% |
| 1Y | +4.9% | +47.7% | -42.7% | -2.7% |
| 3Y | +46.2% | +70.0% | -23.8% | +30.5% |
| All | +62.4% | +169.4% | -106.9% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling