+889.0%
MSFT vs AXP
+449.9%
+439.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | +1.7% | +0.6% | +1.1% | +1.4% |
| 30D | +0.2% | +5.8% | -5.7% | -2.1% |
| 3M | +6.4% | -6.0% | +12.4% | +8.8% |
| 6M | +28.7% | +0.3% | +28.4% | +28.2% |
| YTD | +10.4% | -12.3% | +22.7% | +15.3% |
| 1Y | +7.6% | -11.2% | +18.9% | +11.6% |
| 3Y | +52.3% | +117.0% | -64.7% | +7.2% |
| 5Y | +64.5% | +93.2% | -28.7% | +18.9% |
| All | +889.0% | +449.9% | +439.1% | +421.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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