+142,414.7%
MSFT vs BAX
+923.3%
+141,491.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +2.3% | +3.6% | -1.3% | +1.4% |
| 30D | -0.4% | +8.5% | -8.9% | -2.8% |
| 3M | +5.6% | -4.9% | +10.4% | +6.7% |
| 6M | +29.0% | +47.0% | -18.0% | +15.1% |
| YTD | +10.9% | +38.4% | -27.5% | -0.9% |
| 1Y | +6.2% | +49.1% | -42.9% | -7.4% |
| 3Y | +47.6% | -14.9% | +62.5% | +44.4% |
| 5Y | +67.9% | -63.1% | +131.1% | +109.0% |
| 10Y | +922.9% | -35.6% | +958.5% | +979.6% |
| All | +142,414.7% | +923.3% | +141,491.4% | +51,753.3% |
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