+878.4%
MSFT vs AXTI
+1,483.6%
-605.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -0.8% | +5.1% | -5.9% | -1.3% |
| 30D | +0.8% | -17.5% | +18.3% | +1.7% |
| 3M | +27.2% | -26.7% | +53.9% | +26.7% |
| 6M | +22.9% | +36.8% | -13.9% | +12.7% |
| YTD | +3.1% | +296.1% | -293.0% | -16.3% |
| 1Y | -0.3% | +1,810.6% | -1,810.9% | -31.8% |
| 3Y | +50.1% | +2,587.6% | -2,537.5% | -11.3% |
| 5Y | +74.6% | +601.7% | -527.1% | +19.5% |
| All | +878.4% | +1,483.6% | -605.2% | +429.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTI.
Daily Out/Under-Performance
Portfolio return minus AXTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTI 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 AXTI 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