+2,262.4%
MSFT vs BRKR
+172.5%
+2,089.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -0.8% | -8.7% | +7.9% | +0.5% |
| 30D | +0.8% | -9.9% | +10.7% | +2.3% |
| 3M | +27.2% | -3.1% | +30.3% | +26.5% |
| 6M | +22.9% | +45.5% | -22.6% | +14.1% |
| YTD | +3.1% | +13.7% | -10.6% | -0.9% |
| 1Y | -0.3% | +67.4% | -67.7% | -10.3% |
| 3Y | +50.1% | -13.2% | +63.3% | +45.3% |
| 5Y | +74.6% | -39.5% | +114.1% | +77.5% |
| 10Y | +893.0% | +153.5% | +739.5% | +717.7% |
| All | +2,262.4% | +172.5% | +2,089.9% | +1,424.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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