+72.3%
MSFT vs XLI
+80.3%
-8.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.6% |
| 7D | -1.0% | -0.6% | -0.5% | -0.7% |
| 30D | -2.7% | -6.9% | +4.3% | +2.1% |
| 3M | +22.1% | -1.9% | +24.0% | +22.9% |
| 6M | +20.6% | +1.0% | +19.5% | +17.9% |
| YTD | +2.3% | +11.3% | -9.0% | -8.1% |
| 1Y | -0.5% | +15.8% | -16.4% | -13.8% |
| 3Y | +50.5% | +69.8% | -19.3% | -9.0% |
| 5Y | +72.3% | +80.9% | -8.5% | -3.2% |
| All | +72.3% | +80.3% | -8.0% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling