+71.4%
MSFT vs BE
+1,189.4%
-1,118.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.6% | -10.8% | -1.8% |
| 7D | -1.4% | +29.8% | -31.2% | -3.3% |
| 30D | -1.0% | +26.4% | -27.4% | -2.9% |
| 3M | +20.2% | +9.3% | +10.9% | +17.5% |
| 6M | +21.3% | +105.1% | -83.8% | +11.3% |
| YTD | +2.8% | +219.0% | -216.3% | -9.7% |
| 1Y | 0.0% | +418.8% | -418.8% | -17.4% |
| 3Y | +51.2% | +1,784.6% | -1,733.3% | +3.6% |
| 5Y | +71.4% | +1,251.0% | -1,179.5% | +18.0% |
| All | +71.4% | +1,189.4% | -1,118.0% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling