+872.1%
MSFT vs AGI
+388.9%
+483.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.3% |
| 7D | -3.5% | -5.3% | +1.8% | -3.2% |
| 30D | -2.1% | +6.8% | -8.8% | -2.5% |
| 3M | +24.2% | +8.3% | +15.9% | +23.5% |
| 6M | +21.9% | -29.2% | +51.1% | +23.6% |
| YTD | +2.5% | -7.3% | +9.7% | +2.4% |
| 1Y | -0.8% | +8.0% | -8.8% | -1.7% |
| 3Y | +50.8% | +206.6% | -155.8% | +41.7% |
| 5Y | +73.5% | +398.1% | -324.6% | +59.7% |
| All | +872.1% | +388.9% | +483.2% | +833.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling