+2,451.1%
MSFT vs XLP
+577.3%
+1,873.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.0% |
| 7D | +1.1% | +3.5% | -2.4% | -1.6% |
| 30D | +1.3% | +11.6% | -10.3% | -7.5% |
| 3M | +10.2% | +7.6% | +2.5% | +3.4% |
| 6M | +30.8% | +10.0% | +20.8% | +19.9% |
| YTD | +11.5% | +19.7% | -8.2% | -5.5% |
| 1Y | +6.5% | +23.5% | -16.9% | -12.1% |
| 3Y | +55.5% | +44.0% | +11.5% | +10.5% |
| 5Y | +66.2% | +42.7% | +23.5% | +19.1% |
| 10Y | +928.0% | +131.3% | +796.7% | +401.8% |
| All | +2,451.1% | +577.3% | +1,873.8% | +514.7% |
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