+889.0%
MSFT vs BA
+33.2%
+855.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +1.7% | +1.1% | +0.6% | +1.4% |
| 30D | +0.2% | -7.9% | +8.1% | +2.0% |
| 3M | +6.4% | -25.3% | +31.7% | +13.7% |
| 6M | +28.7% | -24.6% | +53.3% | +36.7% |
| YTD | +10.4% | -20.1% | +30.5% | +15.3% |
| 1Y | +7.6% | -11.8% | +19.4% | +9.5% |
| 3Y | +52.3% | -10.1% | +62.4% | +49.7% |
| 5Y | +64.5% | -22.7% | +87.3% | +62.7% |
| All | +889.0% | +33.2% | +855.8% | +912.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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