+119.8%
MSFT vs APP
+485.7%
-365.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.8% | -2.1% | +2.1% |
| 7D | +7.5% | +79.2% | -71.7% | -1.0% |
| 30D | +1.9% | +48.0% | -46.1% | -3.9% |
| 3M | +9.2% | +18.2% | -9.0% | +5.9% |
| 6M | +31.9% | -12.5% | +44.4% | +31.8% |
| YTD | +13.4% | -39.2% | +52.6% | +16.9% |
| 1Y | +10.6% | -33.9% | +44.5% | +12.5% |
| 3Y | +54.7% | +933.3% | -878.6% | -1.5% |
| 5Y | +69.1% | +295.9% | -226.8% | +10.7% |
| All | +119.8% | +485.7% | -365.9% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 APP 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