+133,470.8%
MSFT vs BBY
+75,590.7%
+57,880.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.2% | -5.2% | -2.6% |
| 7D | -2.7% | +9.5% | -12.2% | -4.3% |
| 30D | +2.7% | +6.8% | -4.1% | +1.3% |
| 3M | +17.0% | +28.9% | -11.9% | +11.3% |
| 6M | +23.8% | +37.8% | -14.0% | +16.0% |
| YTD | +4.0% | +38.7% | -34.8% | -3.0% |
| 1Y | -0.8% | +23.7% | -24.5% | -5.8% |
| 3Y | +55.6% | +39.1% | +16.5% | +41.3% |
| 5Y | +72.9% | -0.4% | +73.3% | +64.3% |
| 10Y | +875.8% | +234.0% | +641.8% | +630.4% |
| All | +133,470.8% | +75,590.7% | +57,880.1% | +45,992.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling