+1,010.4%
MSFT vs XYZ
+665.4%
+345.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.4% | -2.3% |
| 7D | -6.2% | -2.2% | -4.1% | -5.7% |
| 30D | -3.7% | +11.6% | -15.3% | -6.3% |
| 3M | +3.6% | +8.4% | -4.8% | +1.3% |
| 6M | +26.8% | +17.2% | +9.6% | +21.4% |
| YTD | +8.4% | +31.7% | -23.3% | 0.0% |
| 1Y | +3.3% | +30.1% | -26.8% | -4.7% |
| 3Y | +44.3% | +66.4% | -22.2% | +17.5% |
| 5Y | +63.3% | -62.2% | +125.5% | +75.5% |
| 10Y | +894.4% | +621.5% | +272.8% | +467.7% |
| All | +1,010.4% | +665.4% | +345.0% | +510.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling