+2,389.5%
MSFT vs XLE
+1,033.9%
+1,355.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | -0.2% |
| 7D | -2.4% | +4.4% | -6.8% | -4.0% |
| 30D | -3.8% | -4.3% | +0.5% | -2.5% |
| 3M | +6.4% | +6.0% | +0.4% | +3.6% |
| 6M | +28.8% | +13.2% | +15.6% | +21.9% |
| YTD | +8.8% | +46.7% | -37.9% | -7.4% |
| 1Y | +3.2% | +46.6% | -43.5% | -12.3% |
| 3Y | +44.8% | +69.6% | -24.8% | +14.3% |
| 5Y | +61.8% | +166.5% | -104.7% | +2.8% |
| 10Y | +897.9% | +178.0% | +719.9% | +473.6% |
| All | +2,389.5% | +1,033.9% | +1,355.6% | +639.5% |
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 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