+141,733.1%
MSFT vs B
+719.1%
+141,014.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | +1.7% | +9.6% | -7.9% | +1.3% |
| 30D | +0.2% | +3.5% | -3.4% | 0.0% |
| 3M | +6.4% | -1.6% | +7.9% | +6.3% |
| 6M | +28.7% | -1.7% | +30.4% | +28.5% |
| YTD | +10.4% | -5.3% | +15.7% | +10.3% |
| 1Y | +7.6% | +27.2% | -19.6% | +6.2% |
| 3Y | +52.3% | +166.1% | -113.8% | +45.4% |
| 5Y | +64.5% | +136.5% | -72.0% | +57.1% |
| 10Y | +917.8% | +172.2% | +745.6% | +864.5% |
| All | +141,733.1% | +719.1% | +141,014.0% | +155,448.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling