+133,470.8%
MSFT vs AA
+295.2%
+133,175.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.6% |
| 7D | -2.7% | -0.7% | -2.0% | -2.5% |
| 30D | +2.7% | +5.0% | -2.3% | +1.3% |
| 3M | +17.0% | -35.8% | +52.8% | +27.8% |
| 6M | +23.8% | -18.4% | +42.2% | +26.9% |
| YTD | +4.0% | -5.5% | +9.5% | +2.3% |
| 1Y | -0.8% | +61.0% | -61.8% | -14.5% |
| 3Y | +55.6% | +66.2% | -10.6% | +25.2% |
| 5Y | +72.9% | +11.4% | +61.5% | +41.1% |
| 10Y | +875.8% | +116.9% | +758.9% | +453.8% |
| All | +133,470.8% | +295.2% | +133,175.6% | +39,037.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling