+73.5%
MSFT vs XLK
+141.8%
-68.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +1.3% |
| 7D | -3.5% | -0.4% | -3.1% | -3.2% |
| 30D | -2.1% | -0.5% | -1.6% | -1.9% |
| 3M | +24.2% | +5.0% | +19.2% | +17.5% |
| 6M | +21.9% | +32.9% | -11.0% | -6.3% |
| YTD | +2.5% | +29.0% | -26.5% | -19.3% |
| 1Y | -0.8% | +37.8% | -38.6% | -26.6% |
| 3Y | +50.8% | +118.7% | -67.9% | -29.8% |
| 5Y | +73.5% | +145.6% | -72.0% | -28.4% |
| All | +73.5% | +141.8% | -68.3% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling