+133,470.8%
MSFT vs BAX
+900.4%
+132,570.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.1% | -2.3% |
| 7D | -2.7% | -1.1% | -1.5% | -2.4% |
| 30D | +2.7% | -5.5% | +8.2% | +4.3% |
| 3M | +17.0% | +33.5% | -16.6% | +7.8% |
| 6M | +23.8% | +35.9% | -12.0% | +12.8% |
| YTD | +4.0% | +35.4% | -31.4% | -6.3% |
| 1Y | -0.8% | +9.8% | -10.6% | -5.8% |
| 3Y | +55.6% | -32.7% | +88.3% | +63.4% |
| 5Y | +72.9% | -65.6% | +138.5% | +120.1% |
| 10Y | +875.8% | -34.9% | +910.7% | +929.2% |
| All | +133,470.8% | +900.4% | +132,570.3% | +48,955.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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