+69.1%
MSFT vs BB
-18.0%
+87.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.5% | -2.7% | +1.8% |
| 7D | +7.5% | +15.0% | -7.5% | +5.1% |
| 30D | +1.9% | +3.5% | -1.6% | +1.0% |
| 3M | +9.2% | +2.7% | +6.6% | +7.9% |
| 6M | +31.9% | +44.7% | -12.9% | +20.4% |
| YTD | +13.4% | +143.3% | -129.8% | -6.5% |
| 1Y | +10.6% | +102.2% | -91.6% | -6.0% |
| 3Y | +54.7% | +156.1% | -101.4% | +18.7% |
| 5Y | +69.1% | -17.6% | +86.7% | +66.5% |
| All | +69.1% | -18.0% | +87.1% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling