+73.5%
MSFT vs XLU
+42.5%
+31.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.4% |
| 7D | -3.5% | -1.2% | -2.3% | -3.1% |
| 30D | -2.1% | -2.5% | +0.5% | -1.4% |
| 3M | +24.2% | -2.7% | +26.9% | +24.9% |
| 6M | +21.9% | -7.5% | +29.3% | +24.3% |
| YTD | +2.5% | +0.9% | +1.5% | +0.9% |
| 1Y | -0.8% | +3.3% | -4.1% | -3.2% |
| 3Y | +50.8% | +47.3% | +3.5% | +24.0% |
| 5Y | +73.5% | +44.4% | +29.1% | +47.3% |
| All | +73.5% | +42.5% | +31.0% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling