+73.5%
MSFT vs AG
+64.2%
+9.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -1.9% |
| 7D | -2.7% | +1.0% | -3.7% | -2.8% |
| 30D | +2.7% | +19.2% | -16.5% | +1.0% |
| 3M | +17.0% | +6.2% | +10.8% | +15.8% |
| 6M | +23.8% | -26.7% | +50.5% | +25.9% |
| YTD | +4.0% | +26.1% | -22.1% | +0.1% |
| 1Y | -0.8% | +131.7% | -132.5% | -10.3% |
| 3Y | +55.6% | +255.3% | -199.7% | +30.4% |
| All | +73.5% | +64.2% | +9.3% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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