+2,251.2%
MSFT vs XLK
+1,460.0%
+791.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -1.4% | +2.3% | -3.7% | -3.4% |
| 30D | -1.0% | -0.1% | -1.0% | -1.2% |
| 3M | +20.2% | +2.1% | +18.1% | +16.1% |
| 6M | +21.3% | +37.2% | -15.9% | -11.2% |
| YTD | +2.8% | +30.8% | -28.0% | -21.5% |
| 1Y | 0.0% | +42.6% | -42.7% | -29.8% |
| 3Y | +51.2% | +121.8% | -70.6% | -31.1% |
| 5Y | +71.4% | +145.7% | -74.2% | -28.5% |
| 10Y | +868.6% | +782.1% | +86.5% | +30.2% |
| All | +2,251.2% | +1,460.0% | +791.2% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling