-0.3%
MSFT vs XLI
+15.3%
-15.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.7% |
| 7D | -0.8% | -1.7% | +0.8% | -0.9% |
| 30D | +0.8% | -7.3% | +8.1% | +0.3% |
| 3M | +27.2% | -1.3% | +28.6% | +26.8% |
| 6M | +22.9% | +2.2% | +20.7% | +21.4% |
| YTD | +3.1% | +11.7% | -8.6% | +0.7% |
| 1Y | -0.3% | +14.3% | -14.5% | -3.3% |
| All | -0.3% | +15.3% | -15.5% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling