+71.4%
MSFT vs XYL
-14.7%
+86.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.1% | -2.3% |
| 7D | -1.4% | +1.8% | -3.2% | -2.1% |
| 30D | -1.0% | -9.2% | +8.2% | +2.7% |
| 3M | +20.2% | -0.3% | +20.5% | +19.1% |
| 6M | +21.3% | -11.0% | +32.2% | +25.5% |
| YTD | +2.8% | -19.2% | +22.0% | +10.3% |
| 1Y | 0.0% | -21.2% | +21.2% | +8.3% |
| 3Y | +51.2% | +18.6% | +32.6% | +30.8% |
| 5Y | +71.4% | -14.3% | +85.8% | +67.3% |
| All | +71.4% | -14.7% | +86.1% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling