+872.1%
MSFT vs AEM
+369.2%
+502.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.4% |
| 7D | -3.5% | -5.0% | +1.6% | -3.0% |
| 30D | -2.1% | +8.5% | -10.5% | -2.9% |
| 3M | +24.2% | +29.3% | -5.1% | +20.9% |
| 6M | +21.9% | -12.9% | +34.8% | +22.7% |
| YTD | +2.5% | +16.8% | -14.3% | +0.2% |
| 1Y | -0.8% | +29.8% | -30.6% | -4.1% |
| 3Y | +50.8% | +336.7% | -286.0% | +28.6% |
| 5Y | +73.5% | +299.9% | -226.4% | +47.3% |
| All | +872.1% | +369.2% | +502.9% | +727.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AEM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling