+1,958.3%
MSFT vs A
+546.2%
+1,412.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.5% |
| 7D | +1.7% | -0.1% | +1.7% | +1.7% |
| 30D | +0.2% | +3.4% | -3.2% | -0.8% |
| 3M | +6.4% | +23.8% | -17.5% | -0.6% |
| 6M | +28.7% | +49.0% | -20.3% | +12.9% |
| YTD | +10.4% | +29.4% | -19.0% | +0.6% |
| 1Y | +7.6% | +19.4% | -11.8% | +0.4% |
| 3Y | +52.3% | +66.2% | -13.9% | +25.2% |
| 5Y | +64.5% | +15.8% | +48.7% | +49.9% |
| 10Y | +917.8% | +326.1% | +591.7% | +538.9% |
| All | +1,958.3% | +546.2% | +1,412.1% | +813.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling