+2,318.9%
MSFT vs AG
+445.6%
+1,873.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.3% |
| 3M | +17.0% | +6.2% | +10.8% | +16.0% |
| 6M | +23.8% | -26.7% | +50.5% | +25.5% |
| YTD | +4.0% | +26.1% | -22.1% | +1.0% |
| 1Y | -0.8% | +131.7% | -132.5% | -8.2% |
| 3Y | +55.6% | +255.3% | -199.7% | +36.4% |
| 5Y | +72.9% | +61.9% | +11.0% | +57.0% |
| 10Y | +875.8% | +72.0% | +803.8% | +737.2% |
| All | +2,318.9% | +445.6% | +1,873.2% | +1,340.2% |
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