+133,818.3%
AAPL vs MSFT
+144,864.7%
-11,046.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.6% |
| 7D | +5.0% | +2.3% | +2.7% | +3.7% |
| 30D | +3.5% | -0.4% | +3.9% | +3.5% |
| 3M | +13.1% | +5.6% | +7.5% | +9.4% |
| 6M | +19.0% | +29.0% | -9.9% | +1.2% |
| YTD | +28.5% | +10.9% | +17.6% | +17.1% |
| 1Y | +29.7% | +6.2% | +23.5% | +20.8% |
| 3Y | +89.2% | +47.6% | +41.6% | +45.5% |
| 5Y | +141.2% | +67.9% | +73.3% | +71.1% |
| 10Y | +1,306.6% | +922.9% | +383.7% | +291.9% |
| All | +133,818.3% | +144,864.7% | -11,046.4% | +3,572.0% |
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