+868.6%
MSFT vs ALL
+355.7%
+512.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.4% |
| 7D | -1.4% | -1.7% | +0.3% | -0.8% |
| 30D | -1.0% | -4.7% | +3.7% | +0.5% |
| 3M | +20.2% | +18.4% | +1.8% | +12.9% |
| 6M | +21.3% | +20.5% | +0.8% | +12.8% |
| YTD | +2.8% | +23.5% | -20.8% | -5.6% |
| 1Y | 0.0% | +29.0% | -29.0% | -10.0% |
| 3Y | +51.2% | +153.7% | -102.5% | +0.4% |
| 5Y | +71.4% | +114.8% | -43.4% | +18.4% |
| 10Y | +868.6% | +356.1% | +512.5% | +388.8% |
| All | +868.6% | +355.7% | +512.9% | +388.8% |
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