+2,278.6%
MSFT vs XLP
+523.7%
+1,755.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.4% |
| 7D | -2.7% | -1.0% | -1.7% | -1.9% |
| 30D | +2.7% | -0.9% | +3.6% | +3.3% |
| 3M | +17.0% | +3.8% | +13.1% | +12.9% |
| 6M | +23.8% | -1.7% | +25.6% | +24.2% |
| YTD | +4.0% | +10.3% | -6.3% | -5.6% |
| 1Y | -0.8% | +7.8% | -8.6% | -8.5% |
| 3Y | +55.6% | +27.2% | +28.4% | +22.7% |
| 5Y | +72.9% | +32.5% | +40.4% | +31.9% |
| 10Y | +875.8% | +101.8% | +774.0% | +432.8% |
| All | +2,278.6% | +523.7% | +1,755.0% | +514.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling