+46.2%
MSFT vs XLI
+72.0%
-25.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -1.3% | +3.8% | -5.0% | -2.8% |
| 30D | -1.8% | +1.0% | -2.9% | -2.3% |
| 3M | +5.6% | -8.9% | +14.5% | +9.7% |
| 6M | +29.8% | -2.3% | +32.1% | +30.1% |
| YTD | +9.0% | +9.7% | -0.7% | +1.0% |
| 1Y | +4.9% | +12.3% | -7.4% | -4.4% |
| 3Y | +46.2% | +71.5% | -25.2% | +12.9% |
| All | +46.2% | +72.0% | -25.8% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling