+2,278.6%
MSFT vs XLI
+1,121.5%
+1,157.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.4% |
| 7D | -2.7% | -1.1% | -1.6% | -1.9% |
| 30D | +2.7% | -5.9% | +8.6% | +7.6% |
| 3M | +17.0% | -0.3% | +17.2% | +16.4% |
| 6M | +23.8% | +0.1% | +23.7% | +21.8% |
| YTD | +4.0% | +13.6% | -9.6% | -7.9% |
| 1Y | -0.8% | +17.2% | -18.0% | -14.5% |
| 3Y | +55.6% | +68.2% | -12.6% | -0.7% |
| 5Y | +72.9% | +80.7% | -7.8% | +4.5% |
| 10Y | +875.8% | +253.3% | +622.5% | +234.3% |
| All | +2,278.6% | +1,121.5% | +1,157.1% | +170.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling