+3,044.0%
MSFT vs AGI
+5,459.2%
-2,415.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -2.0% |
| 7D | -2.7% | +0.6% | -3.3% | -2.7% |
| 30D | +2.7% | +18.2% | -15.5% | +2.1% |
| 3M | +17.0% | -4.1% | +21.1% | +17.0% |
| 6M | +23.8% | -28.7% | +52.5% | +25.0% |
| YTD | +4.0% | -4.0% | +8.0% | +3.8% |
| 1Y | -0.8% | +17.4% | -18.2% | -1.7% |
| 3Y | +55.6% | +203.0% | -147.4% | +49.1% |
| 5Y | +72.9% | +376.7% | -303.8% | +63.0% |
| 10Y | +875.8% | +407.5% | +468.3% | +808.8% |
| All | +3,044.0% | +5,459.2% | -2,415.2% | +2,748.1% |
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