+878.4%
MSFT vs BBY
+252.7%
+625.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.4% | -0.1% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | +0.8% | +9.4% | -8.6% | -1.6% |
| 3M | +27.2% | +19.3% | +7.9% | +20.9% |
| 6M | +22.9% | +47.9% | -25.0% | +9.8% |
| YTD | +3.1% | +39.6% | -36.4% | -6.9% |
| 1Y | -0.3% | +22.2% | -22.4% | -7.1% |
| 3Y | +50.1% | +45.0% | +5.1% | +27.2% |
| 5Y | +74.6% | +2.6% | +72.1% | +58.9% |
| All | +878.4% | +252.7% | +625.7% | +581.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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