+885.0%
MSFT vs BB
+2.1%
+882.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | -0.2% |
| 7D | -1.0% | +1.8% | -2.9% | -1.3% |
| 30D | -2.7% | -12.2% | +9.6% | -0.9% |
| 3M | +22.1% | -12.3% | +34.4% | +23.0% |
| 6M | +20.6% | +122.7% | -102.1% | +4.3% |
| YTD | +2.3% | +104.5% | -102.2% | -10.3% |
| 1Y | -0.5% | +106.7% | -107.2% | -13.5% |
| 3Y | +50.5% | +70.0% | -19.4% | +28.8% |
| 5Y | +72.3% | -27.8% | +100.1% | +61.6% |
| 10Y | +885.0% | +2.4% | +882.6% | +602.9% |
| All | +885.0% | +2.1% | +882.9% | +602.9% |
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