+2,342.1%
MSFT vs CAPR
-99.1%
+2,441.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.0% |
| 7D | -2.7% | -2.0% | -0.7% | -2.7% |
| 30D | +2.7% | +139.2% | -136.5% | +2.3% |
| 3M | +17.0% | -66.4% | +83.3% | +17.2% |
| 6M | +23.8% | -63.1% | +87.0% | +24.0% |
| YTD | +4.0% | -67.4% | +71.4% | +4.2% |
| 1Y | -0.8% | +58.2% | -59.1% | -2.7% |
| 3Y | +55.6% | +42.2% | +13.4% | +51.1% |
| 5Y | +72.9% | +87.3% | -14.4% | +66.7% |
| 10Y | +875.8% | -75.3% | +951.1% | +821.8% |
| All | +2,342.1% | -99.1% | +2,441.1% | +2,187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling