+1,210.4%
AAPL vs MSFT
+865.2%
+345.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.4% |
| 7D | -2.7% | -1.4% | -1.3% | -1.8% |
| 30D | +1.0% | -1.0% | +2.0% | +1.6% |
| 3M | +5.0% | +20.2% | -15.2% | -9.3% |
| 6M | +23.0% | +21.3% | +1.8% | +4.3% |
| YTD | +16.6% | +2.8% | +13.8% | +10.0% |
| 1Y | +33.4% | 0.0% | +33.5% | +27.8% |
| 3Y | +79.9% | +51.2% | +28.6% | +22.4% |
| 5Y | +109.0% | +71.4% | +37.6% | +25.2% |
| 10Y | +1,210.4% | +868.6% | +341.8% | +147.5% |
| All | +1,210.4% | +865.2% | +345.2% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFT.
Daily Out/Under-Performance
Portfolio return minus MSFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFT 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 10y: compounded portfolio wealth divided by compounded MSFT 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…
10y analysis · Full analysis span regression · 6 months rolling