+889.0%
MSFT vs ASX
+754.3%
+134.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.4% | -2.7% |
| 7D | +1.7% | -19.9% | +21.6% | +7.0% |
| 30D | +0.2% | -30.9% | +31.0% | +9.1% |
| 3M | +6.4% | -15.1% | +21.4% | +8.6% |
| 6M | +28.7% | -6.5% | +35.2% | +23.6% |
| YTD | +10.4% | +98.4% | -88.0% | -17.4% |
| 1Y | +7.6% | +107.9% | -100.2% | -20.9% |
| 3Y | +52.3% | +325.3% | -273.0% | -16.2% |
| 5Y | +64.5% | +447.3% | -382.8% | -19.4% |
| All | +889.0% | +754.3% | +134.7% | +277.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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