+2,455.9%
MSFT vs CAPR
-99.0%
+2,554.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.7% | +9.1% | +0.4% |
| 7D | -2.4% | +19.1% | -21.5% | -2.5% |
| 30D | -3.8% | +48.8% | -52.6% | -3.9% |
| 3M | +6.4% | +144.4% | -138.0% | +5.9% |
| 6M | +28.8% | -67.5% | +96.3% | +29.1% |
| YTD | +8.8% | -64.5% | +73.3% | +9.0% |
| 1Y | +3.2% | +74.4% | -71.3% | +1.1% |
| 3Y | +44.8% | +265.7% | -220.9% | +39.6% |
| 5Y | +61.8% | +196.0% | -134.1% | +55.5% |
| 10Y | +897.9% | -62.4% | +960.3% | +841.9% |
| All | +2,455.9% | -99.0% | +2,554.9% | +2,292.3% |
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