+1,970.2%
MSFT vs BB
+258.8%
+1,711.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -2.7% | -5.6% | +2.9% | -1.9% |
| 30D | +2.7% | -11.8% | +14.5% | +4.4% |
| 3M | +17.0% | -25.5% | +42.5% | +20.6% |
| 6M | +23.8% | +121.3% | -97.4% | +8.5% |
| YTD | +4.0% | +103.2% | -99.2% | -7.7% |
| 1Y | -0.8% | +102.6% | -103.5% | -12.5% |
| 3Y | +55.6% | +37.5% | +18.1% | +38.6% |
| 5Y | +72.9% | -30.4% | +103.3% | +64.8% |
| 10Y | +875.8% | 0.0% | +875.8% | +673.3% |
| All | +1,970.2% | +258.8% | +1,711.4% | +834.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling