+876.8%
MSFT vs AXP
+474.4%
+402.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.6% |
| 7D | -2.7% | -2.1% | -0.6% | -1.9% |
| 30D | +2.7% | -6.5% | +9.2% | +5.4% |
| 3M | +17.0% | +4.6% | +12.3% | +14.7% |
| 6M | +23.8% | +5.4% | +18.4% | +21.0% |
| YTD | +4.0% | -11.1% | +15.1% | +8.1% |
| 1Y | -0.8% | -0.3% | -0.5% | -2.0% |
| 3Y | +55.6% | +111.6% | -56.0% | +11.0% |
| 5Y | +72.9% | +117.6% | -44.7% | +19.4% |
| All | +876.8% | +474.4% | +402.4% | +388.3% |
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