+885.0%
MSFT vs AVGO
+2,757.8%
-1,872.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.1% |
| 7D | -1.0% | -0.8% | -0.3% | -0.8% |
| 30D | -2.7% | -13.7% | +11.1% | +2.3% |
| 3M | +22.1% | -6.9% | +29.0% | +24.0% |
| 6M | +20.6% | +5.8% | +14.8% | +15.0% |
| YTD | +2.3% | +5.7% | -3.4% | -2.9% |
| 1Y | -0.5% | +9.0% | -9.6% | -8.4% |
| 3Y | +50.5% | +340.5% | -290.0% | -34.4% |
| 5Y | +72.3% | +711.1% | -638.7% | -46.3% |
| 10Y | +885.0% | +2,856.4% | -1,971.4% | +67.0% |
| All | +885.0% | +2,757.8% | -1,872.7% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVGO.
Daily Out/Under-Performance
Portfolio return minus AVGO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVGO 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 AVGO 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