+915.1%
MSFT vs ALM
+2,100.8%
-1,185.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.6% | 0.0% |
| 7D | -1.3% | +1.2% | -2.5% | -1.3% |
| 30D | -1.8% | -19.3% | +17.5% | -1.4% |
| 3M | +5.6% | -40.6% | +46.3% | +6.7% |
| 6M | +29.8% | -57.9% | +87.7% | +31.7% |
| YTD | +9.0% | -6.7% | +15.7% | +8.4% |
| 1Y | +4.9% | +20.2% | -15.2% | +3.8% |
| 3Y | +46.2% | +879.4% | -833.2% | +37.9% |
| 5Y | +62.1% | +415.3% | -353.2% | +53.6% |
| All | +915.1% | +2,100.8% | -1,185.7% | +822.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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