+27,739.5%
MSFT vs ALL
+3,667.9%
+24,071.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.6% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +2.7% | -1.5% | +4.2% | +3.2% |
| 3M | +17.0% | +23.6% | -6.7% | +8.6% |
| 6M | +23.8% | +22.3% | +1.5% | +15.1% |
| YTD | +4.0% | +26.5% | -22.5% | -4.8% |
| 1Y | -0.8% | +27.0% | -27.8% | -9.7% |
| 3Y | +55.6% | +149.6% | -94.0% | +10.6% |
| 5Y | +72.9% | +118.1% | -45.2% | +25.5% |
| 10Y | +875.8% | +369.0% | +506.8% | +440.1% |
| All | +27,739.5% | +3,667.9% | +24,071.6% | +8,620.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling