+2,439.6%
MSFT vs XYL
+403.7%
+2,035.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.2% |
| 7D | +2.3% | +0.6% | +1.7% | +2.2% |
| 30D | -0.4% | -5.7% | +5.4% | +1.1% |
| 3M | +5.6% | -19.8% | +25.3% | +14.2% |
| 6M | +29.0% | -14.2% | +43.1% | +34.7% |
| YTD | +10.9% | -28.1% | +39.0% | +23.6% |
| 1Y | +6.2% | -35.0% | +41.2% | +23.6% |
| 3Y | +47.6% | +2.1% | +45.5% | +38.9% |
| 5Y | +67.9% | -22.1% | +90.0% | +73.7% |
| 10Y | +922.9% | +107.0% | +815.9% | +596.2% |
| All | +2,439.6% | +403.7% | +2,035.8% | +1,199.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling