+894.4%
MSFT vs C
+218.7%
+675.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.8% | -2.8% |
| 7D | -6.2% | -0.4% | -5.8% | -6.1% |
| 30D | -3.7% | -5.3% | +1.6% | -2.0% |
| 3M | +3.6% | -8.0% | +11.6% | +6.4% |
| 6M | +26.8% | -0.3% | +27.1% | +26.2% |
| YTD | +8.4% | +8.6% | -0.2% | +4.1% |
| 1Y | +3.3% | +25.8% | -22.5% | -6.0% |
| 3Y | +44.3% | +221.2% | -176.9% | -8.5% |
| 5Y | +63.3% | +113.6% | -50.2% | +17.9% |
| 10Y | +894.4% | +218.3% | +676.1% | +532.6% |
| All | +894.4% | +218.7% | +675.6% | +532.6% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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