+61.8%
MSFT vs BND
-1.8%
+63.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | -2.4% | -1.4% | -1.0% | -1.6% |
| 30D | -3.8% | +0.8% | -4.6% | -4.2% |
| 3M | +6.4% | -1.2% | +7.6% | +7.2% |
| 6M | +28.8% | -1.4% | +30.2% | +29.8% |
| YTD | +8.8% | -1.3% | +10.2% | +9.6% |
| 1Y | +3.2% | -1.2% | +4.4% | +3.9% |
| 3Y | +44.8% | +13.7% | +31.1% | +31.3% |
| 5Y | +61.8% | -1.7% | +63.5% | +47.0% |
| All | +61.8% | -1.8% | +63.7% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling