+73.5%
MSFT vs XLF
+62.9%
+10.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -3.5% | -2.9% | -0.6% | -1.5% |
| 30D | -2.1% | -1.6% | -0.5% | -0.9% |
| 3M | +24.2% | +9.3% | +14.9% | +16.9% |
| 6M | +21.9% | +14.6% | +7.3% | +10.9% |
| YTD | +2.5% | +4.7% | -2.3% | -0.9% |
| 1Y | -0.8% | +8.6% | -9.4% | -6.8% |
| 3Y | +50.8% | +73.9% | -23.1% | -2.7% |
| 5Y | +73.5% | +65.0% | +8.5% | +13.1% |
| All | +73.5% | +62.9% | +10.6% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling