+2,425.7%
MSFT vs XLE
+986.1%
+1,439.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.7% | -12.0% | +13.7% | +6.4% |
| 30D | +0.2% | -2.7% | +2.9% | +0.9% |
| 3M | +6.4% | +6.6% | -0.2% | +3.3% |
| 6M | +28.7% | +9.5% | +19.2% | +23.3% |
| YTD | +10.4% | +40.6% | -30.1% | -4.5% |
| 1Y | +7.6% | +43.6% | -36.0% | -7.8% |
| 3Y | +52.3% | +58.1% | -5.8% | +23.5% |
| 5Y | +64.5% | +152.2% | -87.7% | +6.7% |
| 10Y | +917.8% | +172.9% | +744.9% | +488.1% |
| All | +2,425.7% | +986.1% | +1,439.6% | +662.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling