+69.1%
MSFT vs AXP
+91.8%
-22.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.3% |
| 7D | +7.5% | -1.1% | +8.6% | +8.1% |
| 30D | +1.9% | +5.2% | -3.3% | -0.2% |
| 3M | +9.2% | -4.6% | +13.8% | +11.2% |
| 6M | +31.9% | +3.2% | +28.6% | +29.9% |
| YTD | +13.4% | -11.3% | +24.8% | +18.0% |
| 1Y | +10.6% | -11.0% | +21.6% | +14.7% |
| 3Y | +54.7% | +120.2% | -65.5% | +4.4% |
| 5Y | +69.1% | +91.7% | -22.6% | +19.5% |
| All | +69.1% | +91.8% | -22.7% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling