+889.0%
MSFT vs XLP
+126.4%
+762.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | 0.0% |
| 7D | +1.7% | +0.7% | +0.9% | +1.1% |
| 30D | +0.2% | +10.3% | -10.1% | -7.7% |
| 3M | +6.4% | +6.5% | -0.2% | +0.7% |
| 6M | +28.7% | +8.4% | +20.3% | +19.2% |
| YTD | +10.4% | +18.2% | -7.8% | -6.2% |
| 1Y | +7.6% | +22.4% | -14.8% | -11.6% |
| 3Y | +52.3% | +41.9% | +10.4% | +5.2% |
| 5Y | +64.5% | +40.9% | +23.7% | +14.0% |
| All | +889.0% | +126.4% | +762.6% | +349.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling