+2,468.5%
MSFT vs AG
+294.5%
+2,174.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.1% |
| 7D | +1.7% | +6.3% | -4.6% | +1.2% |
| 30D | +0.2% | -8.9% | +9.1% | +0.8% |
| 3M | +6.4% | -12.2% | +18.5% | +7.0% |
| 6M | +28.7% | -28.3% | +57.0% | +30.8% |
| YTD | +10.4% | -8.8% | +19.2% | +9.5% |
| 1Y | +7.6% | +39.4% | -31.7% | +3.4% |
| 3Y | +52.3% | +229.4% | -177.1% | +34.3% |
| 5Y | +64.5% | +14.5% | +50.0% | +53.0% |
| 10Y | +917.8% | +82.7% | +835.1% | +770.1% |
| All | +2,468.5% | +294.5% | +2,174.0% | +1,462.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling