+114.0%
MSFT vs APP
+458.9%
-344.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.9% | -10.9% | -2.2% |
| 7D | +1.7% | +71.2% | -69.5% | -5.8% |
| 30D | +0.2% | +39.1% | -38.9% | -4.8% |
| 3M | +6.4% | +16.5% | -10.2% | +3.2% |
| 6M | +28.7% | -16.6% | +45.3% | +29.3% |
| YTD | +10.4% | -41.9% | +52.4% | +14.5% |
| 1Y | +7.6% | -37.0% | +44.7% | +10.1% |
| 3Y | +52.3% | +892.4% | -840.1% | -2.6% |
| 5Y | +64.5% | +297.3% | -232.8% | +8.0% |
| All | +114.0% | +458.9% | -344.9% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling