+2,312.9%
MSFT vs BG
+1,185.2%
+1,127.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.5% | -2.1% |
| 7D | -1.4% | +2.4% | -3.8% | -2.0% |
| 30D | -1.0% | +15.0% | -16.1% | -4.1% |
| 3M | +20.2% | -0.7% | +20.9% | +19.8% |
| 6M | +21.3% | +7.5% | +13.8% | +18.4% |
| YTD | +2.8% | +41.6% | -38.8% | -5.9% |
| 1Y | 0.0% | +50.7% | -50.7% | -10.2% |
| 3Y | +51.2% | +20.3% | +30.9% | +40.7% |
| 5Y | +71.4% | +85.2% | -13.8% | +41.1% |
| 10Y | +868.6% | +160.6% | +708.0% | +594.2% |
| All | +2,312.9% | +1,185.2% | +1,127.7% | +1,152.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling