+922.9%
MSFT vs AA
+45.1%
+877.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | -1.6% |
| 7D | +2.3% | +1.2% | +1.1% | +2.2% |
| 30D | -0.4% | -5.0% | +4.7% | +0.3% |
| 3M | +5.6% | -22.2% | +27.8% | +9.1% |
| 6M | +29.0% | -36.3% | +65.3% | +36.1% |
| YTD | +10.9% | -24.2% | +35.1% | +13.1% |
| 1Y | +6.2% | +3.9% | +2.4% | +3.1% |
| 3Y | +47.6% | +67.6% | -20.0% | +27.9% |
| 5Y | +67.9% | -8.8% | +76.8% | +53.4% |
| 10Y | +922.9% | +45.0% | +877.9% | +637.1% |
| All | +922.9% | +45.1% | +877.8% | +637.1% |
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