+3,029.2%
MSFT vs XRT
+514.3%
+2,514.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.5% |
| 7D | -2.7% | +0.8% | -3.5% | -3.1% |
| 30D | +2.7% | -4.2% | +6.9% | +4.9% |
| 3M | +17.0% | +5.1% | +11.9% | +13.8% |
| 6M | +23.8% | +2.4% | +21.4% | +21.6% |
| YTD | +4.0% | +3.2% | +0.8% | +1.6% |
| 1Y | -0.8% | +1.5% | -2.3% | -2.7% |
| 3Y | +55.6% | +40.6% | +15.0% | +25.5% |
| 5Y | +72.9% | -1.0% | +73.9% | +63.4% |
| 10Y | +875.8% | +128.4% | +747.4% | +430.2% |
| All | +3,029.2% | +514.3% | +2,514.9% | +772.1% |
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