+878.4%
MSFT vs BG
+166.7%
+711.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +1.0% |
| 7D | -0.8% | +3.1% | -3.9% | -1.4% |
| 30D | +0.8% | +10.2% | -9.4% | -1.1% |
| 3M | +27.2% | -1.7% | +28.9% | +27.2% |
| 6M | +22.9% | +1.0% | +21.9% | +21.9% |
| YTD | +3.1% | +39.9% | -36.8% | -4.5% |
| 1Y | -0.3% | +53.2% | -53.5% | -9.8% |
| 3Y | +50.1% | +16.3% | +33.8% | +42.2% |
| 5Y | +74.6% | +83.9% | -9.2% | +44.5% |
| All | +878.4% | +166.7% | +711.7% | +570.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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