+894.4%
MSFT vs B
+203.3%
+691.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.1% |
| 7D | -6.2% | -2.7% | -3.6% | -6.0% |
| 30D | -3.7% | -4.3% | +0.6% | -3.3% |
| 3M | +3.6% | -2.3% | +5.9% | +3.7% |
| 6M | +26.8% | -16.2% | +43.0% | +28.5% |
| YTD | +8.4% | -8.8% | +17.3% | +8.5% |
| 1Y | +3.3% | +11.4% | -8.1% | +1.1% |
| 3Y | +44.3% | +174.3% | -130.0% | +26.2% |
| 5Y | +63.3% | +116.2% | -52.8% | +44.4% |
| 10Y | +894.4% | +222.7% | +671.6% | +770.9% |
| All | +894.4% | +203.3% | +691.0% | +770.9% |
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