+885.0%
MSFT vs A
+236.6%
+648.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | +0.2% |
| 7D | -1.0% | -4.4% | +3.3% | +1.0% |
| 30D | -2.7% | -2.7% | 0.0% | -1.7% |
| 3M | +22.1% | +7.0% | +15.1% | +17.5% |
| 6M | +20.6% | +24.6% | -4.0% | +6.8% |
| YTD | +2.3% | +7.0% | -4.7% | -2.9% |
| 1Y | -0.5% | +15.6% | -16.1% | -10.0% |
| 3Y | +50.5% | +29.9% | +20.6% | +20.2% |
| 5Y | +72.3% | -15.4% | +87.7% | +74.9% |
| 10Y | +885.0% | +248.9% | +636.2% | +367.0% |
| All | +885.0% | +236.6% | +648.4% | +367.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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