+922.9%
MSFT vs BB
+28.9%
+894.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | +2.3% | +11.6% | -9.3% | +0.7% |
| 30D | -0.4% | +2.6% | -2.9% | -1.0% |
| 3M | +5.6% | +3.5% | +2.0% | +4.3% |
| 6M | +29.0% | +43.5% | -14.5% | +19.5% |
| YTD | +10.9% | +141.2% | -130.2% | -5.6% |
| 1Y | +6.2% | +97.4% | -91.2% | -7.1% |
| 3Y | +47.6% | +151.1% | -103.5% | +18.9% |
| 5Y | +67.9% | -12.8% | +80.7% | +53.0% |
| 10Y | +922.9% | +27.5% | +895.4% | +614.9% |
| All | +922.9% | +28.9% | +894.0% | +614.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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