+868.6%
MSFT vs BP
+126.3%
+742.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.7% |
| 7D | -1.4% | +0.9% | -2.3% | -1.6% |
| 30D | -1.0% | +9.1% | -10.2% | -3.0% |
| 3M | +20.2% | +3.9% | +16.3% | +18.8% |
| 6M | +21.3% | +13.6% | +7.6% | +17.0% |
| YTD | +2.8% | +34.0% | -31.2% | -4.8% |
| 1Y | 0.0% | +39.2% | -39.2% | -8.5% |
| 3Y | +51.2% | +36.4% | +14.8% | +37.1% |
| 5Y | +71.4% | +135.8% | -64.4% | +31.1% |
| 10Y | +868.6% | +125.0% | +743.6% | +663.3% |
| All | +868.6% | +126.3% | +742.4% | +663.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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