+409.9%
MSFT vs BE
+1,020.2%
-610.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +13.0% | -15.2% | -3.3% |
| 7D | -6.2% | +4.5% | -10.8% | -6.8% |
| 30D | -3.7% | -20.1% | +16.4% | -2.4% |
| 3M | +3.6% | -0.8% | +4.5% | +2.7% |
| 6M | +26.8% | -26.2% | +53.0% | +26.6% |
| YTD | +8.4% | +141.1% | -132.6% | -3.9% |
| 1Y | +3.3% | +64.8% | -61.6% | -6.1% |
| 3Y | +44.3% | +1,887.4% | -1,843.1% | -3.1% |
| 5Y | +63.3% | +518.1% | -454.7% | +18.6% |
| All | +409.9% | +1,020.2% | -610.3% | +197.1% |
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