+267.1%
MSFT vs CARR
+421.5%
-154.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.4% |
| 7D | -0.8% | -3.8% | +3.0% | -0.1% |
| 30D | +0.8% | -8.9% | +9.7% | +2.7% |
| 3M | +27.2% | -17.3% | +44.5% | +31.4% |
| 6M | +22.9% | -1.4% | +24.3% | +21.3% |
| YTD | +3.1% | +10.0% | -6.9% | -1.2% |
| 1Y | -0.3% | -6.4% | +6.1% | -1.0% |
| 3Y | +50.1% | +1.5% | +48.6% | +43.8% |
| 5Y | +74.6% | +9.3% | +65.3% | +57.6% |
| All | +267.1% | +421.5% | -154.4% | +203.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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