+1,016.2%
MSFT vs XYZ
+655.2%
+361.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | -0.5% |
| 7D | -1.3% | -1.1% | -0.2% | -1.1% |
| 30D | -1.8% | +11.5% | -13.3% | -4.5% |
| 3M | +5.6% | +1.8% | +3.8% | +4.8% |
| 6M | +29.8% | +21.2% | +8.6% | +23.3% |
| YTD | +9.0% | +29.9% | -20.9% | +0.8% |
| 1Y | +4.9% | +35.8% | -30.8% | -4.2% |
| 3Y | +46.2% | +62.6% | -16.4% | +19.7% |
| 5Y | +62.1% | -62.8% | +124.9% | +74.8% |
| 10Y | +899.6% | +612.0% | +287.7% | +472.3% |
| All | +1,016.2% | +655.2% | +361.1% | +515.8% |
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