-0.8%
MSFT vs XLP
+7.6%
-8.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.3% |
| 7D | -2.7% | -1.0% | -1.7% | -3.0% |
| 30D | +2.7% | -0.9% | +3.6% | +2.5% |
| 3M | +17.0% | +3.8% | +13.1% | +18.4% |
| 6M | +23.8% | -1.7% | +25.6% | +22.7% |
| YTD | +4.0% | +10.3% | -6.3% | +6.1% |
| 1Y | -0.8% | +7.8% | -8.6% | +0.6% |
| All | -0.8% | +7.6% | -8.5% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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