+133,470.9%
MSFT vs AXP
+6,658.5%
+126,812.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.2% |
| 3M | +17.0% | +4.6% | +12.3% | +14.9% |
| 6M | +23.8% | +5.4% | +18.4% | +21.1% |
| YTD | +4.0% | -11.1% | +15.1% | +7.9% |
| 1Y | -0.8% | -0.3% | -0.5% | -1.9% |
| 3Y | +55.6% | +111.6% | -56.0% | +14.2% |
| 5Y | +72.9% | +117.6% | -44.7% | +23.3% |
| 10Y | +875.8% | +474.1% | +401.7% | +358.1% |
| All | +133,470.9% | +6,658.5% | +126,812.4% | +19,180.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling