+64.1%
MSFT vs AA
-15.4%
+79.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.4% |
| 7D | +1.7% | +0.9% | +0.8% | +1.6% |
| 30D | +0.2% | -6.7% | +6.8% | +1.0% |
| 3M | +6.4% | -16.3% | +22.7% | +8.5% |
| 6M | +28.7% | -37.1% | +65.8% | +35.3% |
| YTD | +10.4% | -25.0% | +35.4% | +12.3% |
| 1Y | +7.6% | +8.6% | -1.0% | +3.5% |
| 3Y | +52.3% | +57.2% | -4.9% | +32.6% |
| All | +64.1% | -15.4% | +79.5% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling