+915.1%
MSFT vs XYL
+100.4%
+814.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -1.3% | -3.7% | +2.5% | +0.4% |
| 30D | -1.8% | -8.3% | +6.5% | +0.9% |
| 3M | +5.6% | -21.4% | +27.1% | +16.0% |
| 6M | +29.8% | -12.9% | +42.7% | +34.9% |
| YTD | +9.0% | -30.1% | +39.1% | +23.9% |
| 1Y | +4.9% | -35.2% | +40.1% | +23.6% |
| 3Y | +46.2% | -0.8% | +47.0% | +37.3% |
| 5Y | +62.1% | -23.2% | +85.3% | +68.3% |
| All | +915.1% | +100.4% | +814.7% | +583.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling