+2,459.7%
MSFT vs AXON
+60,315.1%
-57,855.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.7% |
| 7D | -2.4% | -19.7% | +17.3% | 0.0% |
| 30D | -3.8% | -25.7% | +21.9% | -0.6% |
| 3M | +6.4% | -48.8% | +55.2% | +14.8% |
| 6M | +28.8% | -22.0% | +50.8% | +31.0% |
| YTD | +8.8% | -45.9% | +54.8% | +15.1% |
| 1Y | +3.2% | -46.1% | +49.2% | +9.1% |
| 3Y | +44.8% | +40.9% | +3.9% | +33.3% |
| 5Y | +61.8% | +80.2% | -18.4% | +42.1% |
| 10Y | +897.9% | +1,029.9% | -132.0% | +599.4% |
| All | +2,459.7% | +60,315.1% | -57,855.4% | +1,214.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling