+878.4%
MSFT vs XLU
+140.5%
+737.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.8% |
| 7D | -0.8% | -1.6% | +0.8% | -0.1% |
| 30D | +0.8% | -3.3% | +4.1% | +2.4% |
| 3M | +27.2% | -3.2% | +30.4% | +28.8% |
| 6M | +22.9% | -7.0% | +29.9% | +26.2% |
| YTD | +3.1% | +0.6% | +2.5% | +1.4% |
| 1Y | -0.3% | +2.4% | -2.7% | -2.9% |
| 3Y | +50.1% | +46.3% | +3.8% | +18.1% |
| 5Y | +74.6% | +44.0% | +30.7% | +37.7% |
| All | +878.4% | +140.5% | +737.9% | +513.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling