+139,934.1%
MSFT vs BBY
+88,077.5%
+51,856.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.1% |
| 7D | -1.3% | +4.5% | -5.7% | -2.0% |
| 30D | -1.8% | +16.8% | -18.6% | -4.6% |
| 3M | +5.6% | +23.2% | -17.6% | +1.4% |
| 6M | +29.8% | +91.9% | -62.1% | +14.6% |
| YTD | +9.0% | +61.6% | -52.6% | -1.2% |
| 1Y | +4.9% | +43.9% | -38.9% | -3.0% |
| 3Y | +46.2% | +88.6% | -42.4% | +25.4% |
| 5Y | +62.1% | -3.1% | +65.2% | +54.5% |
| 10Y | +899.6% | +290.2% | +609.5% | +626.8% |
| All | +139,934.1% | +88,077.5% | +51,856.5% | +46,816.9% |
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