+2,251.2%
MSFT vs XLU
+639.3%
+1,611.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.6% |
| 7D | -1.4% | +2.1% | -3.5% | -2.5% |
| 30D | -1.0% | -0.4% | -0.7% | -0.9% |
| 3M | +20.2% | +0.5% | +19.7% | +19.5% |
| 6M | +21.3% | -5.8% | +27.1% | +24.2% |
| YTD | +2.8% | +3.1% | -0.4% | -0.3% |
| 1Y | 0.0% | +8.1% | -8.2% | -5.8% |
| 3Y | +51.2% | +50.5% | +0.7% | +15.1% |
| 5Y | +71.4% | +44.7% | +26.7% | +32.4% |
| 10Y | +868.6% | +136.8% | +731.8% | +443.4% |
| All | +2,251.2% | +639.3% | +1,611.9% | +532.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling