+922.9%
MSFT vs AXP
+435.0%
+487.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +2.3% | -0.6% | +3.0% | +2.7% |
| 30D | -0.4% | +5.0% | -5.3% | -2.3% |
| 3M | +5.6% | -4.2% | +9.8% | +7.2% |
| 6M | +29.0% | +2.9% | +26.0% | +27.2% |
| YTD | +10.9% | -11.6% | +22.5% | +15.5% |
| 1Y | +6.2% | -11.1% | +17.3% | +10.1% |
| 3Y | +47.6% | +116.7% | -69.1% | +3.9% |
| 5Y | +67.9% | +89.6% | -21.7% | +22.2% |
| 10Y | +922.9% | +428.4% | +494.5% | +404.5% |
| All | +922.9% | +435.0% | +487.8% | +404.5% |
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