+872.1%
MSFT vs BND
+15.0%
+857.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -3.5% | -0.9% | -2.5% | -2.9% |
| 30D | -2.1% | -1.0% | -1.1% | -1.5% |
| 3M | +24.2% | -1.2% | +25.4% | +25.1% |
| 6M | +21.9% | -2.0% | +23.8% | +23.3% |
| YTD | +2.5% | -1.2% | +3.6% | +3.2% |
| 1Y | -0.8% | -0.5% | -0.3% | -0.5% |
| 3Y | +50.8% | +12.4% | +38.3% | +38.8% |
| 5Y | +73.5% | -2.5% | +76.0% | +73.8% |
| All | +872.1% | +15.0% | +857.0% | +901.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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