+66.2%
MSFT vs XLP
+43.0%
+23.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.2% |
| 7D | +1.1% | +3.5% | -2.4% | -0.4% |
| 30D | +1.3% | +11.6% | -10.3% | -3.8% |
| 3M | +10.2% | +7.6% | +2.5% | +6.3% |
| 6M | +30.8% | +10.0% | +20.8% | +24.3% |
| YTD | +11.5% | +19.7% | -8.2% | -0.1% |
| 1Y | +6.5% | +23.5% | -16.9% | -6.6% |
| 3Y | +55.5% | +44.0% | +11.5% | +15.8% |
| 5Y | +66.2% | +42.7% | +23.5% | +27.0% |
| All | +66.2% | +43.0% | +23.2% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling