+913.4%
MSFT vs C
+216.7%
+696.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.4% | +4.7% | -7.1% | -4.0% |
| 30D | -3.8% | +0.2% | -3.9% | -3.9% |
| 3M | +6.4% | -9.3% | +15.7% | +9.8% |
| 6M | +28.8% | -0.8% | +29.6% | +28.4% |
| YTD | +8.8% | +8.5% | +0.3% | +4.5% |
| 1Y | +3.2% | +23.1% | -19.9% | -5.4% |
| 3Y | +44.8% | +220.8% | -176.0% | -8.2% |
| 5Y | +61.8% | +112.4% | -50.6% | +16.9% |
| All | +913.4% | +216.7% | +696.7% | +530.5% |
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