+122,851.5%
AAPL vs MSFT
+135,767.0%
-12,915.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.4% |
| 7D | +0.1% | -2.7% | +2.8% | +1.5% |
| 30D | +3.0% | +2.7% | +0.3% | +1.4% |
| 3M | +2.9% | +17.0% | -14.1% | -7.1% |
| 6M | +22.1% | +23.8% | -1.7% | +6.0% |
| YTD | +18.0% | +4.0% | +14.0% | +11.7% |
| 1Y | +33.9% | -0.8% | +34.8% | +29.6% |
| 3Y | +71.2% | +55.6% | +15.6% | +28.0% |
| 5Y | +112.6% | +72.9% | +39.7% | +48.7% |
| 10Y | +1,198.8% | +875.8% | +323.0% | +272.3% |
| All | +122,851.5% | +135,767.0% | -12,915.5% | +3,402.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling