+73.5%
MSFT vs XLRE
+7.1%
+66.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | -3.5% | -2.7% | -0.8% | -2.1% |
| 30D | -2.1% | -2.3% | +0.3% | -0.9% |
| 3M | +24.2% | -3.5% | +27.6% | +26.1% |
| 6M | +21.9% | +1.9% | +20.0% | +19.9% |
| YTD | +2.5% | +8.3% | -5.9% | -2.7% |
| 1Y | -0.8% | +6.4% | -7.2% | -5.0% |
| 3Y | +50.8% | +30.2% | +20.5% | +24.1% |
| 5Y | +73.5% | +8.6% | +64.9% | +65.6% |
| All | +73.5% | +7.1% | +66.4% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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