+2,394.5%
MSFT vs BND
+76.8%
+2,317.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.0% |
| 7D | -2.7% | -0.1% | -2.5% | -2.7% |
| 30D | +2.7% | -0.4% | +3.1% | +2.7% |
| 3M | +17.0% | -0.6% | +17.6% | +17.0% |
| 6M | +23.8% | -1.4% | +25.3% | +23.8% |
| YTD | +4.0% | -0.2% | +4.2% | +4.0% |
| 1Y | -0.8% | +1.3% | -2.1% | -0.8% |
| 3Y | +55.6% | +13.2% | +42.4% | +55.5% |
| 5Y | +72.9% | -1.6% | +74.5% | +66.3% |
| 10Y | +875.8% | +15.5% | +860.3% | +929.1% |
| All | +2,394.5% | +76.8% | +2,317.8% | +3,183.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling