+62.4%
MSFT vs CAPR
+172.3%
-109.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.1% | +0.1% |
| 7D | -1.3% | +5.9% | -7.2% | -1.2% |
| 30D | -1.8% | +44.6% | -46.5% | -1.7% |
| 3M | +5.6% | +126.4% | -120.7% | +6.1% |
| 6M | +29.8% | -68.6% | +98.4% | +30.2% |
| YTD | +9.0% | -67.0% | +76.0% | +9.3% |
| 1Y | +4.9% | +65.2% | -60.2% | +4.8% |
| 3Y | +46.2% | +235.6% | -189.3% | +36.5% |
| All | +62.4% | +172.3% | -109.9% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling