+3,190.6%
MSFT vs AGI
+4,227.8%
-1,037.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.5% | +0.5% |
| 7D | -2.4% | -7.5% | +5.1% | -2.1% |
| 30D | -3.8% | -9.9% | +6.1% | -3.5% |
| 3M | +6.4% | -14.2% | +20.6% | +6.9% |
| 6M | +28.8% | -35.2% | +64.0% | +30.4% |
| YTD | +8.8% | -25.2% | +34.1% | +9.5% |
| 1Y | +3.2% | -14.3% | +17.5% | +3.3% |
| 3Y | +44.8% | +127.7% | -82.9% | +40.1% |
| 5Y | +61.8% | +243.4% | -181.6% | +54.1% |
| 10Y | +897.9% | +384.1% | +513.8% | +833.0% |
| All | +3,190.6% | +4,227.8% | -1,037.2% | +2,905.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling