+894.4%
MSFT vs AXP
+428.9%
+465.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.2% |
| 7D | -6.2% | -2.9% | -3.4% | -5.1% |
| 30D | -3.7% | +3.7% | -7.4% | -5.1% |
| 3M | +3.6% | -4.9% | +8.5% | +5.6% |
| 6M | +26.8% | +4.1% | +22.7% | +24.5% |
| YTD | +8.4% | -11.7% | +20.1% | +13.0% |
| 1Y | +3.3% | -11.7% | +15.0% | +7.4% |
| 3Y | +44.3% | +116.5% | -72.2% | +1.6% |
| 5Y | +63.3% | +89.5% | -26.2% | +18.9% |
| 10Y | +894.4% | +424.9% | +469.5% | +389.6% |
| All | +894.4% | +428.9% | +465.5% | +389.6% |
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