+72.3%
MSFT vs XYZ
-69.0%
+141.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -1.0% | -3.7% | +2.7% | -0.3% |
| 30D | -2.7% | +0.5% | -3.2% | -2.9% |
| 3M | +22.1% | +16.3% | +5.8% | +18.1% |
| 6M | +20.6% | +21.1% | -0.6% | +15.3% |
| YTD | +2.3% | +22.0% | -19.7% | -2.9% |
| 1Y | -0.5% | +5.2% | -5.7% | -3.2% |
| 3Y | +50.5% | +49.6% | +0.9% | +27.8% |
| 5Y | +72.3% | -68.4% | +140.8% | +86.3% |
| All | +72.3% | -69.0% | +141.3% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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