+133,470.8%
MSFT vs BA
+1,890.7%
+131,580.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.3% |
| 7D | -2.7% | +1.2% | -3.9% | -3.0% |
| 30D | +2.7% | -11.6% | +14.3% | +6.5% |
| 3M | +17.0% | -2.4% | +19.3% | +17.4% |
| 6M | +23.8% | -6.6% | +30.4% | +25.3% |
| YTD | +4.0% | -2.2% | +6.2% | +3.6% |
| 1Y | -0.8% | -8.0% | +7.2% | +0.3% |
| 3Y | +55.6% | -5.0% | +60.6% | +50.2% |
| 5Y | +72.9% | -2.7% | +75.6% | +59.7% |
| 10Y | +875.8% | +75.9% | +799.9% | +536.4% |
| All | +133,470.8% | +1,890.7% | +131,580.1% | +31,760.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling