+878.4%
MSFT vs BR
+189.7%
+688.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -0.8% | -3.0% | +2.2% | +0.9% |
| 30D | +0.8% | -0.3% | +1.1% | +0.9% |
| 3M | +27.2% | +17.3% | +9.9% | +15.1% |
| 6M | +22.9% | -6.7% | +29.6% | +26.8% |
| YTD | +3.1% | -23.4% | +26.6% | +18.8% |
| 1Y | -0.3% | -32.7% | +32.4% | +23.6% |
| 3Y | +50.1% | -5.9% | +56.0% | +46.7% |
| 5Y | +74.6% | +8.4% | +66.2% | +52.1% |
| All | +878.4% | +189.7% | +688.7% | +369.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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