+73.5%
MSFT vs AU
+673.1%
-599.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.4% | +0.5% |
| 7D | -3.5% | -7.0% | +3.5% | -3.0% |
| 30D | -2.1% | +7.3% | -9.4% | -2.7% |
| 3M | +24.2% | +33.2% | -9.1% | +21.3% |
| 6M | +21.9% | -0.6% | +22.5% | +20.9% |
| YTD | +2.5% | +26.2% | -23.7% | -0.1% |
| 1Y | -0.8% | +68.3% | -69.0% | -5.4% |
| 3Y | +50.8% | +592.1% | -541.3% | +25.7% |
| 5Y | +73.5% | +685.3% | -611.7% | +38.2% |
| All | +73.5% | +673.1% | -599.6% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling