+1,708.9%
MSFT vs AR
-27.2%
+1,736.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.6% |
| 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% | +2.6% |
| 1Y | -0.8% | +21.3% | -22.2% | -2.7% |
| 3Y | +55.6% | +39.8% | +15.8% | +49.6% |
| 5Y | +72.9% | +142.1% | -69.2% | +58.1% |
| 10Y | +875.8% | +52.0% | +823.8% | +803.3% |
| All | +1,708.9% | -27.2% | +1,736.1% | +1,652.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling