+885.0%
MSFT vs XYL
+140.7%
+744.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | -1.0% | +0.8% | -1.9% | -1.4% |
| 30D | -2.7% | -10.8% | +8.2% | +2.2% |
| 3M | +22.1% | -2.5% | +24.6% | +22.4% |
| 6M | +20.6% | -12.2% | +32.8% | +26.0% |
| YTD | +2.3% | -20.1% | +22.4% | +10.9% |
| 1Y | -0.5% | -20.6% | +20.1% | +7.9% |
| 3Y | +50.5% | +17.3% | +33.2% | +32.6% |
| 5Y | +72.3% | -14.5% | +86.8% | +72.6% |
| 10Y | +885.0% | +150.2% | +734.8% | +526.3% |
| All | +885.0% | +140.7% | +744.3% | +526.3% |
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