+61.3%
MSFT vs APP
+252.4%
-191.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -2.6% |
| 7D | -6.2% | +48.9% | -55.2% | -11.8% |
| 30D | -3.7% | +49.4% | -53.1% | -9.5% |
| 3M | +3.6% | +27.0% | -23.4% | -0.6% |
| 6M | +26.8% | -15.4% | +42.2% | +27.3% |
| YTD | +8.4% | -39.9% | +48.4% | +12.1% |
| 1Y | +3.3% | -32.0% | +35.3% | +4.8% |
| 3Y | +44.3% | +824.3% | -780.1% | -10.0% |
| All | +61.3% | +252.4% | -191.2% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling