+143,155.1%
MSFT vs C
+1,026.3%
+142,128.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.0% | +1.5% | -2.2% |
| 7D | +1.1% | -5.3% | +6.4% | +2.6% |
| 30D | +1.3% | -7.3% | +8.6% | +3.2% |
| 3M | +10.2% | -13.5% | +23.6% | +14.3% |
| 6M | +30.8% | -6.5% | +37.3% | +32.7% |
| YTD | +11.5% | +3.6% | +7.9% | +9.6% |
| 1Y | +6.5% | +18.9% | -12.3% | +0.8% |
| 3Y | +55.5% | +205.0% | -149.5% | +12.9% |
| 5Y | +66.2% | +109.4% | -43.2% | +31.7% |
| 10Y | +928.0% | +232.9% | +695.1% | +589.0% |
| All | +143,155.1% | +1,026.3% | +142,128.9% | +38,284.1% |
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