+868.6%
MSFT vs AA
+121.7%
+746.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.6% |
| 7D | -1.4% | +1.7% | -3.1% | -1.6% |
| 30D | -1.0% | +3.3% | -4.4% | -1.6% |
| 3M | +20.2% | -29.4% | +49.6% | +25.6% |
| 6M | +21.3% | -12.8% | +34.1% | +22.0% |
| YTD | +2.8% | -2.1% | +4.9% | +1.2% |
| 1Y | 0.0% | +62.8% | -62.8% | -9.4% |
| 3Y | +51.2% | +90.5% | -39.2% | +28.8% |
| 5Y | +71.4% | +19.1% | +52.4% | +50.1% |
| 10Y | +868.6% | +124.8% | +743.8% | +562.9% |
| All | +868.6% | +121.7% | +746.9% | +562.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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