+922.9%
MSFT vs AXON
+1,048.6%
-125.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | +2.3% | -27.4% | +29.7% | +8.6% |
| 30D | -0.4% | -28.5% | +28.1% | +6.0% |
| 3M | +5.6% | -49.3% | +54.8% | +19.7% |
| 6M | +29.0% | -25.0% | +54.0% | +33.3% |
| YTD | +10.9% | -46.7% | +57.7% | +21.6% |
| 1Y | +6.2% | -48.3% | +54.5% | +17.0% |
| 3Y | +47.6% | +38.8% | +8.8% | +24.5% |
| 5Y | +67.9% | +77.7% | -9.8% | +27.8% |
| 10Y | +922.9% | +1,028.0% | -105.2% | +450.9% |
| All | +922.9% | +1,048.6% | -125.7% | +450.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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