+878.4%
MSFT vs XLK
+807.8%
+70.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.5% |
| 7D | -0.8% | +0.2% | -1.0% | -1.0% |
| 30D | +0.8% | -0.6% | +1.5% | +1.2% |
| 3M | +27.2% | +2.6% | +24.7% | +22.4% |
| 6M | +22.9% | +34.0% | -11.1% | -9.1% |
| YTD | +3.1% | +30.7% | -27.5% | -22.0% |
| 1Y | -0.3% | +39.2% | -39.5% | -29.4% |
| 3Y | +50.1% | +120.4% | -70.3% | -35.0% |
| 5Y | +74.6% | +148.8% | -74.2% | -33.3% |
| All | +878.4% | +807.8% | +70.6% | -5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling