-0.8%
MSFT vs XLU
+4.9%
-5.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.0% |
| 7D | -2.7% | +0.8% | -3.5% | -2.5% |
| 30D | +2.7% | -1.3% | +4.0% | +2.3% |
| 3M | +17.0% | -1.3% | +18.3% | +16.5% |
| 6M | +23.8% | -7.6% | +31.5% | +23.1% |
| YTD | +4.0% | +2.3% | +1.7% | +1.3% |
| 1Y | -0.8% | +5.8% | -6.6% | -5.8% |
| All | -0.8% | +4.9% | -5.7% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling