+72.3%
MSFT vs BND
-1.8%
+74.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.3% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -2.7% | -0.2% | -2.4% | -2.5% |
| 3M | +22.1% | -0.7% | +22.8% | +22.6% |
| 6M | +20.6% | -1.7% | +22.2% | +21.8% |
| YTD | +2.3% | -0.5% | +2.8% | +2.6% |
| 1Y | -0.5% | +0.4% | -0.9% | -0.8% |
| 3Y | +50.5% | +13.1% | +37.4% | +37.1% |
| 5Y | +72.3% | -2.1% | +74.4% | +72.5% |
| All | +72.3% | -1.8% | +74.2% | +72.5% |
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