+2,278.6%
MSFT vs XLF
+419.1%
+1,859.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.6% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +2.7% | +0.2% | +2.5% | +2.6% |
| 3M | +17.0% | +11.7% | +5.2% | +10.5% |
| 6M | +23.8% | +13.8% | +10.0% | +15.8% |
| YTD | +4.0% | +7.0% | -3.0% | +0.3% |
| 1Y | -0.8% | +9.1% | -10.0% | -5.5% |
| 3Y | +55.6% | +75.6% | -20.0% | +15.2% |
| 5Y | +72.9% | +66.4% | +6.5% | +31.8% |
| 10Y | +875.8% | +250.3% | +625.5% | +400.9% |
| All | +2,278.6% | +419.1% | +1,859.5% | +722.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling