+878.4%
MSFT vs AU
+699.0%
+179.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -0.8% | -4.3% | +3.4% | -0.6% |
| 30D | +0.8% | +7.3% | -6.5% | +0.4% |
| 3M | +27.2% | +26.3% | +0.9% | +25.5% |
| 6M | +22.9% | +1.8% | +21.1% | +22.1% |
| YTD | +3.1% | +26.8% | -23.7% | +1.3% |
| 1Y | -0.3% | +66.7% | -66.9% | -3.5% |
| 3Y | +50.1% | +579.1% | -529.0% | +33.8% |
| 5Y | +74.6% | +689.3% | -614.7% | +53.3% |
| All | +878.4% | +699.0% | +179.4% | +816.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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