+53.0%
MSFT vs XYL
+14.7%
+38.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.5% |
| 7D | -2.7% | -5.0% | +2.4% | -1.4% |
| 30D | +2.7% | -13.2% | +15.9% | +6.3% |
| 3M | +17.0% | -3.7% | +20.7% | +17.0% |
| 6M | +23.8% | -17.7% | +41.5% | +29.9% |
| YTD | +4.0% | -21.5% | +25.5% | +10.2% |
| 1Y | -0.8% | -24.5% | +23.7% | +6.7% |
| All | +53.0% | +14.7% | +38.3% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling