+1,657.1%
MSFT vs ALM
+7,705.7%
-6,048.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -2.0% |
| 7D | -2.7% | -2.6% | -0.1% | -2.7% |
| 30D | +2.7% | +32.0% | -29.3% | +2.6% |
| 3M | +17.0% | -15.0% | +32.0% | +17.0% |
| 6M | +23.8% | -10.1% | +33.9% | +23.8% |
| YTD | +4.0% | +99.4% | -95.5% | +3.6% |
| 1Y | -0.8% | +316.4% | -317.2% | -1.4% |
| 3Y | +55.6% | +2,022.0% | -1,966.4% | +53.7% |
| 5Y | +72.9% | +941.2% | -868.3% | +71.0% |
| 10Y | +875.8% | +2,950.3% | -2,074.5% | +859.1% |
| All | +1,657.1% | +7,705.7% | -6,048.6% | +1,596.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling