+2,991.1%
MSFT vs AVGO
+28,619.4%
-25,628.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -3.4% |
| 7D | +2.3% | 0.0% | +2.4% | +2.0% |
| 30D | -0.4% | -8.2% | +7.8% | +1.9% |
| 3M | +5.6% | -21.3% | +26.8% | +12.9% |
| 6M | +29.0% | -22.5% | +51.5% | +36.8% |
| YTD | +10.9% | -3.6% | +14.5% | +8.7% |
| 1Y | +6.2% | -6.7% | +12.9% | +4.4% |
| 3Y | +47.6% | +258.1% | -210.5% | -17.3% |
| 5Y | +67.9% | +560.9% | -492.9% | -25.9% |
| 10Y | +922.9% | +2,475.6% | -1,552.7% | +191.8% |
| All | +2,991.1% | +28,619.4% | -25,628.3% | +375.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling