+893.1%
MSFT vs ALL
+369.2%
+523.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | +0.5% |
| 7D | +1.7% | -1.9% | +3.6% | +2.3% |
| 30D | +0.2% | +13.8% | -13.6% | -4.1% |
| 3M | +6.4% | -7.0% | +13.3% | +8.6% |
| 6M | +28.7% | +18.0% | +10.7% | +20.5% |
| YTD | +10.4% | +24.2% | -13.8% | +0.9% |
| 1Y | +7.6% | +31.2% | -23.6% | -3.7% |
| 3Y | +52.3% | +107.5% | -55.2% | +10.2% |
| 5Y | +64.5% | +144.8% | -80.3% | +6.2% |
| All | +893.1% | +369.2% | +523.9% | +435.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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