+131,530.2%
MSFT vs BKR
+528.0%
+131,002.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.7% | +6.8% | +1.4% |
| 7D | -3.5% | -6.7% | +3.2% | -2.3% |
| 30D | -2.1% | -8.3% | +6.3% | -0.5% |
| 3M | +24.2% | -5.4% | +29.6% | +25.2% |
| 6M | +21.9% | +0.8% | +21.0% | +20.8% |
| YTD | +2.5% | +31.8% | -29.4% | -3.7% |
| 1Y | -0.8% | +28.6% | -29.4% | -6.6% |
| 3Y | +50.8% | +71.2% | -20.5% | +32.0% |
| 5Y | +73.5% | +179.2% | -105.7% | +34.7% |
| 10Y | +886.6% | +124.0% | +762.7% | +638.3% |
| All | +131,530.2% | +528.0% | +131,002.2% | +70,293.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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