+1,786.5%
MSFT vs AR
-29.4%
+1,815.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.4% |
| 7D | -6.2% | +2.1% | -8.3% | -6.4% |
| 30D | -3.7% | +4.5% | -8.2% | -4.1% |
| 3M | +3.6% | +1.0% | +2.6% | +3.4% |
| 6M | +26.8% | +4.4% | +22.4% | +26.1% |
| YTD | +8.4% | +10.9% | -2.4% | +7.1% |
| 1Y | +3.3% | +8.6% | -5.3% | +2.1% |
| 3Y | +44.3% | +48.5% | -4.2% | +38.1% |
| 5Y | +63.3% | +95.7% | -32.4% | +51.5% |
| 10Y | +894.4% | +55.5% | +838.9% | +817.3% |
| All | +1,786.5% | -29.4% | +1,815.9% | +1,729.4% |
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