+2,278.6%
MSFT vs XLE
+1,022.5%
+1,256.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.7% |
| 7D | -2.7% | +2.2% | -4.9% | -3.5% |
| 30D | +2.7% | +11.8% | -9.1% | -1.6% |
| 3M | +17.0% | +9.8% | +7.1% | +12.6% |
| 6M | +23.8% | +15.6% | +8.2% | +16.3% |
| YTD | +4.0% | +45.3% | -41.3% | -10.8% |
| 1Y | -0.8% | +48.3% | -49.1% | -15.8% |
| 3Y | +55.6% | +55.4% | +0.2% | +27.3% |
| 5Y | +72.9% | +216.1% | -143.2% | +2.5% |
| 10Y | +875.8% | +178.4% | +697.4% | +461.7% |
| All | +2,278.6% | +1,022.5% | +1,256.1% | +612.2% |
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