+915.1%
MSFT vs XLI
+225.1%
+690.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -1.3% | +3.8% | -5.0% | -3.9% |
| 30D | -1.8% | +1.0% | -2.9% | -2.7% |
| 3M | +5.6% | -8.9% | +14.5% | +12.8% |
| 6M | +29.8% | -2.3% | +32.1% | +30.7% |
| YTD | +9.0% | +9.7% | -0.7% | -0.8% |
| 1Y | +4.9% | +12.3% | -7.4% | -6.4% |
| 3Y | +46.2% | +71.5% | -25.2% | -8.1% |
| 5Y | +62.1% | +70.2% | -8.1% | +2.3% |
| All | +915.1% | +225.1% | +690.0% | +285.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 10y: compounded portfolio wealth divided by compounded XLI 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…
10y analysis · Full analysis span regression · 6 months rolling