+143,155.1%
MSFT vs AXP
+6,654.6%
+136,500.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -2.7% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | +1.3% | +7.0% | -5.8% | -1.3% |
| 3M | +10.2% | -6.6% | +16.7% | +12.8% |
| 6M | +30.8% | +3.5% | +27.3% | +28.8% |
| YTD | +11.5% | -11.2% | +22.7% | +15.7% |
| 1Y | +6.5% | -10.2% | +16.7% | +9.8% |
| 3Y | +55.5% | +120.0% | -64.6% | +12.5% |
| 5Y | +66.2% | +95.6% | -29.4% | +23.5% |
| 10Y | +928.0% | +468.1% | +459.9% | +385.1% |
| All | +143,155.1% | +6,654.6% | +136,500.5% | +20,562.7% |
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