+2,280.2%
MSFT vs XYL
+449.8%
+1,830.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.2% |
| 7D | -2.7% | -5.0% | +2.4% | -0.6% |
| 30D | +2.7% | -13.2% | +15.9% | +8.8% |
| 3M | +17.0% | -3.7% | +20.7% | +17.9% |
| 6M | +23.8% | -17.7% | +41.5% | +32.6% |
| YTD | +4.0% | -21.5% | +25.5% | +13.0% |
| 1Y | -0.8% | -24.5% | +23.7% | +9.4% |
| 3Y | +55.6% | +6.9% | +48.7% | +45.0% |
| 5Y | +72.9% | -18.1% | +91.0% | +76.9% |
| 10Y | +875.8% | +134.7% | +741.1% | +538.5% |
| All | +2,280.2% | +449.8% | +1,830.4% | +1,088.0% |
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