+73.5%
MSFT vs BG
+88.4%
-14.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -3.5% | +3.7% | -7.2% | -3.8% |
| 30D | -2.1% | +12.3% | -14.4% | -3.3% |
| 3M | +24.2% | -2.2% | +26.4% | +24.5% |
| 6M | +21.9% | +5.3% | +16.5% | +20.9% |
| YTD | +2.5% | +42.4% | -39.9% | -2.5% |
| 1Y | -0.8% | +55.2% | -56.0% | -7.0% |
| 3Y | +50.8% | +21.0% | +29.8% | +45.7% |
| 5Y | +73.5% | +87.1% | -13.6% | +41.4% |
| All | +73.5% | +88.4% | -14.9% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling