+894.4%
MSFT vs BLDR
+518.5%
+375.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -2.1% |
| 7D | -6.2% | -10.3% | +4.1% | -4.3% |
| 30D | -3.7% | +19.6% | -23.3% | -7.4% |
| 3M | +3.6% | -17.0% | +20.6% | +6.7% |
| 6M | +26.8% | -16.7% | +43.5% | +29.1% |
| YTD | +8.4% | -39.4% | +47.8% | +16.5% |
| 1Y | +3.3% | -41.7% | +45.0% | +11.6% |
| 3Y | +44.3% | -49.9% | +94.1% | +52.7% |
| 5Y | +63.3% | -7.6% | +70.9% | +43.5% |
| 10Y | +894.4% | +502.3% | +392.0% | +457.5% |
| All | +894.4% | +518.5% | +375.9% | +457.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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