+2,928.6%
MSFT vs BLDR
+370.3%
+2,558.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +3.9% | +0.9% |
| 7D | -2.4% | -8.2% | +5.8% | -1.3% |
| 30D | -3.8% | +16.3% | -20.0% | -6.1% |
| 3M | +6.4% | -17.0% | +23.4% | +8.6% |
| 6M | +28.8% | -17.4% | +46.2% | +30.6% |
| YTD | +8.8% | -41.6% | +50.4% | +15.1% |
| 1Y | +3.2% | -43.5% | +46.7% | +9.4% |
| 3Y | +44.8% | -51.6% | +96.4% | +52.7% |
| 5Y | +61.8% | -11.6% | +73.4% | +53.8% |
| 10Y | +897.9% | +480.9% | +417.1% | +599.7% |
| All | +2,928.6% | +370.3% | +2,558.3% | +1,395.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling