+876.0%
MSFT vs AR
+47.7%
+828.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.0% |
| 7D | -2.7% | +2.5% | -5.2% | -2.9% |
| 30D | +2.7% | +14.8% | -12.1% | +1.7% |
| 3M | +17.0% | +6.2% | +10.7% | +16.4% |
| 6M | +23.8% | +4.3% | +19.5% | +23.2% |
| YTD | +4.0% | +14.4% | -10.4% | +2.7% |
| 1Y | -0.8% | +21.3% | -22.2% | -2.6% |
| 3Y | +55.6% | +39.8% | +15.8% | +50.0% |
| 5Y | +72.9% | +142.1% | -69.2% | +59.6% |
| All | +876.0% | +47.7% | +828.3% | +850.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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