+46.2%
MSFT vs XLF
+81.9%
-35.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.3% |
| 7D | -1.3% | +2.7% | -3.9% | -2.8% |
| 30D | -1.8% | +7.6% | -9.5% | -5.9% |
| 3M | +5.6% | +1.1% | +4.6% | +5.0% |
| 6M | +29.8% | +15.9% | +13.9% | +19.8% |
| YTD | +9.0% | +8.4% | +0.6% | +4.0% |
| 1Y | +4.9% | +12.5% | -7.6% | -2.0% |
| 3Y | +46.2% | +81.6% | -35.3% | +12.0% |
| All | +46.2% | +81.9% | -35.7% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 3y: compounded portfolio wealth divided by compounded XLF 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…
3y analysis · Full analysis span regression · 6 months rolling