-0.8%
MSFT vs XLK
+44.7%
-45.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.3% |
| 7D | -2.7% | +0.9% | -3.5% | -3.1% |
| 30D | +2.7% | +0.7% | +2.0% | +2.2% |
| 3M | +17.0% | -2.9% | +19.9% | +16.9% |
| 6M | +23.8% | +34.3% | -10.4% | +1.5% |
| YTD | +4.0% | +30.4% | -26.4% | -13.0% |
| 1Y | -0.8% | +43.4% | -44.2% | -19.5% |
| All | -0.8% | +44.7% | -45.5% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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