+73.5%
MSFT vs BBY
-1.6%
+75.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -3.5% | +0.7% | -4.2% | -3.6% |
| 30D | -2.1% | +5.8% | -7.8% | -3.3% |
| 3M | +24.2% | +18.0% | +6.2% | +19.3% |
| 6M | +21.9% | +39.8% | -18.0% | +12.3% |
| YTD | +2.5% | +35.4% | -32.9% | -5.2% |
| 1Y | -0.8% | +21.4% | -22.2% | -6.3% |
| 3Y | +50.8% | +39.5% | +11.2% | +30.5% |
| 5Y | +73.5% | -0.5% | +74.0% | +57.0% |
| All | +73.5% | -1.6% | +75.1% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling