+3,020.4%
MSFT vs AU
+783.5%
+2,237.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -1.1% |
| 7D | -1.4% | -0.3% | -1.1% | -1.4% |
| 30D | -1.0% | +12.8% | -13.8% | -1.9% |
| 3M | +20.2% | +28.5% | -8.3% | +18.0% |
| 6M | +21.3% | +4.8% | +16.5% | +20.2% |
| YTD | +2.8% | +31.0% | -28.2% | +0.2% |
| 1Y | 0.0% | +81.4% | -81.5% | -4.9% |
| 3Y | +51.2% | +618.4% | -567.2% | +29.4% |
| 5Y | +71.4% | +686.3% | -614.9% | +44.2% |
| 10Y | +868.6% | +664.5% | +204.1% | +689.0% |
| All | +3,020.4% | +783.5% | +2,237.0% | +2,451.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling