+73.5%
MSFT vs AXON
+179.8%
-106.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.1% | -1.2% |
| 7D | -2.7% | -14.2% | +11.5% | +0.2% |
| 30D | +2.7% | -15.4% | +18.1% | +5.4% |
| 3M | +17.0% | +0.5% | +16.5% | +15.2% |
| 6M | +23.8% | -9.5% | +33.3% | +23.5% |
| YTD | +4.0% | -9.2% | +13.2% | +3.0% |
| 1Y | -0.8% | -29.4% | +28.6% | +2.6% |
| 3Y | +55.6% | +139.4% | -83.8% | +14.2% |
| All | +73.5% | +179.8% | -106.4% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling