+133,470.8%
MSFT vs B
+803.7%
+132,667.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -2.0% |
| 7D | -2.7% | -1.6% | -1.1% | -2.6% |
| 30D | +2.7% | +9.4% | -6.7% | +2.3% |
| 3M | +17.0% | +5.0% | +12.0% | +16.6% |
| 6M | +23.8% | -3.5% | +27.4% | +23.7% |
| YTD | +4.0% | +4.5% | -0.5% | +3.5% |
| 1Y | -0.8% | +67.8% | -68.6% | -3.2% |
| 3Y | +55.6% | +196.7% | -141.1% | +47.9% |
| 5Y | +72.9% | +151.9% | -79.0% | +64.7% |
| 10Y | +875.8% | +202.2% | +673.6% | +820.8% |
| All | +133,470.8% | +803.7% | +132,667.0% | +145,850.6% |
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 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