+133,470.8%
MSFT vs C
+1,202.3%
+132,268.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -2.7% | +3.6% | -6.3% | -3.6% |
| 30D | +2.7% | +0.1% | +2.6% | +2.6% |
| 3M | +17.0% | +2.4% | +14.5% | +16.0% |
| 6M | +23.8% | +24.9% | -1.1% | +16.2% |
| YTD | +4.0% | +19.8% | -15.8% | -1.6% |
| 1Y | -0.8% | +44.9% | -45.7% | -10.9% |
| 3Y | +55.6% | +263.0% | -207.4% | +7.8% |
| 5Y | +72.9% | +129.5% | -56.6% | +33.7% |
| 10Y | +875.8% | +291.6% | +584.2% | +527.1% |
| All | +133,470.8% | +1,202.3% | +132,268.5% | +34,371.1% |
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