+894.4%
MSFT vs XYL
+104.0%
+790.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.5% |
| 7D | -6.2% | -5.9% | -0.4% | -3.8% |
| 30D | -3.7% | -7.3% | +3.6% | -1.5% |
| 3M | +3.6% | -22.5% | +26.1% | +14.5% |
| 6M | +26.8% | -14.4% | +41.2% | +32.9% |
| YTD | +8.4% | -29.4% | +37.8% | +22.7% |
| 1Y | +3.3% | -35.6% | +38.9% | +22.1% |
| 3Y | +44.3% | +0.3% | +44.0% | +34.9% |
| 5Y | +63.3% | -22.3% | +85.7% | +68.7% |
| 10Y | +894.4% | +103.2% | +791.1% | +563.6% |
| All | +894.4% | +104.0% | +790.4% | +563.6% |
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