+142,414.7%
MSFT vs C
+1,062.6%
+141,352.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -2.3% |
| 7D | +2.3% | -0.4% | +2.7% | +2.5% |
| 30D | -0.4% | -5.2% | +4.8% | +1.0% |
| 3M | +5.6% | -9.1% | +14.6% | +8.1% |
| 6M | +29.0% | -1.6% | +30.5% | +29.0% |
| YTD | +10.9% | +6.9% | +4.0% | +8.1% |
| 1Y | +6.2% | +23.0% | -16.7% | -0.3% |
| 3Y | +47.6% | +216.1% | -168.5% | +6.1% |
| 5Y | +67.9% | +112.2% | -44.3% | +32.6% |
| 10Y | +922.9% | +208.8% | +714.1% | +598.7% |
| All | +142,414.7% | +1,062.6% | +141,352.1% | +37,767.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling