+920.4%
MSFT vs XRT
+163.3%
+757.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -0.9% | +1.1% |
| 7D | +7.5% | +2.5% | +5.0% | +6.4% |
| 30D | +1.9% | +10.3% | -8.4% | -2.6% |
| 3M | +9.2% | +2.4% | +6.9% | +7.9% |
| 6M | +31.9% | +10.0% | +21.9% | +25.7% |
| YTD | +13.4% | +9.5% | +3.9% | +8.1% |
| 1Y | +10.6% | +17.2% | -6.5% | +2.1% |
| 3Y | +54.7% | +62.0% | -7.3% | +19.4% |
| 5Y | +69.1% | -2.1% | +71.2% | +61.9% |
| 10Y | +920.4% | +152.6% | +767.8% | +430.4% |
| All | +920.4% | +163.3% | +757.1% | +430.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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