+922.9%
MSFT vs B
+184.6%
+738.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.1% | +3.9% | -1.5% |
| 7D | +2.3% | +7.1% | -4.8% | +1.6% |
| 30D | -0.4% | -3.3% | +3.0% | -0.1% |
| 3M | +5.6% | -2.5% | +8.1% | +5.6% |
| 6M | +29.0% | -7.2% | +36.2% | +29.3% |
| YTD | +10.9% | -7.4% | +18.3% | +10.8% |
| 1Y | +6.2% | +16.4% | -10.2% | +3.5% |
| 3Y | +47.6% | +178.7% | -131.1% | +29.0% |
| 5Y | +67.9% | +121.7% | -53.8% | +48.1% |
| 10Y | +922.9% | +208.6% | +714.3% | +805.6% |
| All | +922.9% | +184.6% | +738.3% | +805.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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