+1,838.4%
MSFT vs A
+457.0%
+1,381.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | -2.7% | -1.9% | -0.8% | -2.1% |
| 30D | +2.7% | +6.9% | -4.2% | +0.5% |
| 3M | +17.0% | +9.2% | +7.7% | +13.4% |
| 6M | +23.8% | +25.7% | -1.9% | +14.3% |
| YTD | +4.0% | +11.5% | -7.6% | -0.7% |
| 1Y | -0.8% | +18.4% | -19.2% | -7.4% |
| 3Y | +55.6% | +26.6% | +29.0% | +38.9% |
| 5Y | +72.9% | -12.8% | +85.7% | +71.9% |
| 10Y | +875.8% | +247.2% | +628.6% | +550.9% |
| All | +1,838.4% | +457.0% | +1,381.4% | +801.0% |
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