+915.1%
MSFT vs AVGO
+2,616.0%
-1,700.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +4.9% | +1.8% |
| 7D | -1.3% | +18.2% | -19.4% | -7.3% |
| 30D | -1.8% | +0.2% | -2.1% | -2.6% |
| 3M | +5.6% | -16.8% | +22.4% | +11.5% |
| 6M | +29.8% | -16.5% | +46.3% | +34.7% |
| YTD | +9.0% | +0.8% | +8.2% | +4.3% |
| 1Y | +4.9% | +2.8% | +2.1% | -1.3% |
| 3Y | +46.2% | +278.5% | -232.3% | -32.1% |
| 5Y | +62.1% | +573.1% | -511.0% | -45.6% |
| All | +915.1% | +2,616.0% | -1,700.9% | +78.9% |
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