+48.9%
MSFT vs XLF
+73.6%
-24.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.2% |
| 7D | -1.0% | -1.0% | 0.0% | -0.4% |
| 30D | -2.7% | -1.3% | -1.4% | -1.9% |
| 3M | +22.1% | +9.1% | +13.0% | +16.5% |
| 6M | +20.6% | +14.4% | +6.2% | +12.1% |
| YTD | +2.3% | +5.1% | -2.8% | -0.7% |
| 1Y | -0.5% | +8.6% | -9.2% | -5.3% |
| All | +48.9% | +73.6% | -24.7% | +10.1% |
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