+889.0%
MSFT vs CAPR
-68.5%
+957.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.7% | -5.6% | -1.0% |
| 7D | +1.7% | +41.1% | -39.4% | +1.4% |
| 30D | +0.2% | +11.1% | -11.0% | +0.1% |
| 3M | +6.4% | +115.3% | -109.0% | +5.7% |
| 6M | +28.7% | -73.8% | +102.5% | +29.4% |
| YTD | +10.4% | -68.8% | +79.2% | +10.8% |
| 1Y | +7.6% | +43.3% | -35.7% | +4.3% |
| 3Y | +52.3% | +214.7% | -162.4% | +42.0% |
| 5Y | +64.5% | +141.3% | -76.8% | +52.2% |
| All | +889.0% | -68.5% | +957.5% | +778.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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