+9.0%
MSFT vs XYL
-30.7%
+39.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.0% | +1.7% | +7.0% |
| 7D | +4.7% | +14.5% | -9.9% | +5.9% |
| 30D | +5.8% | -1.3% | +7.2% | +6.0% |
| 3M | +13.0% | -17.0% | +30.0% | +10.2% |
| 6M | +34.9% | -11.3% | +46.2% | +32.9% |
| YTD | +15.7% | -25.0% | +40.6% | +12.3% |
| 1Y | +9.0% | -31.5% | +40.5% | +4.0% |
| All | +9.0% | -30.7% | +39.6% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling