+2,989.3%
MSFT vs ALNY
+4,163.9%
-1,174.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.9% |
| 7D | -1.4% | +5.7% | -7.1% | -2.1% |
| 30D | -1.0% | +18.7% | -19.7% | -3.0% |
| 3M | +20.2% | -11.0% | +31.2% | +20.2% |
| 6M | +21.3% | -18.9% | +40.2% | +22.4% |
| YTD | +2.8% | -34.6% | +37.4% | +6.2% |
| 1Y | 0.0% | -42.8% | +42.8% | +4.8% |
| 3Y | +51.2% | +29.1% | +22.1% | +40.7% |
| 5Y | +71.4% | +39.6% | +31.8% | +54.0% |
| 10Y | +868.6% | +253.8% | +614.8% | +631.1% |
| All | +2,989.3% | +4,163.9% | -1,174.6% | +1,620.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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