+381.8%
MSFT vs BE
+1,282.3%
-900.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.5% |
| 7D | -3.5% | +9.7% | -13.2% | -4.3% |
| 30D | -2.1% | +22.4% | -24.5% | -3.9% |
| 3M | +24.2% | +10.4% | +13.8% | +21.2% |
| 6M | +21.9% | +67.9% | -46.0% | +13.3% |
| YTD | +2.5% | +197.5% | -195.0% | -10.1% |
| 1Y | -0.8% | +310.6% | -311.3% | -16.9% |
| 3Y | +50.8% | +1,657.2% | -1,606.5% | +3.4% |
| 5Y | +73.5% | +1,218.2% | -1,144.6% | +18.0% |
| All | +381.8% | +1,282.3% | -900.5% | +178.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BE.
Daily Out/Under-Performance
Portfolio return minus BE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BE 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 BE 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