+3,163.4%
MSFT vs XRT
+549.2%
+2,614.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -6.2% | -1.4% | -4.8% | -5.5% |
| 30D | -3.7% | +9.8% | -13.5% | -8.3% |
| 3M | +3.6% | +3.3% | +0.4% | +1.7% |
| 6M | +26.8% | +13.6% | +13.2% | +18.2% |
| YTD | +8.4% | +9.1% | -0.6% | +2.8% |
| 1Y | +3.3% | +15.1% | -11.8% | -4.9% |
| 3Y | +44.3% | +59.9% | -15.7% | +8.8% |
| 5Y | +63.3% | -1.7% | +65.1% | +55.5% |
| 10Y | +894.4% | +141.1% | +753.2% | +425.2% |
| All | +3,163.4% | +549.2% | +2,614.2% | +782.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling