+265.9%
MSFT vs CARR
+436.5%
-170.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.0% |
| 7D | -1.4% | +3.2% | -4.7% | -2.0% |
| 30D | -1.0% | -7.7% | +6.6% | +0.5% |
| 3M | +20.2% | -11.9% | +32.1% | +22.5% |
| 6M | +21.3% | +2.0% | +19.2% | +18.9% |
| YTD | +2.8% | +13.2% | -10.4% | -2.1% |
| 1Y | 0.0% | -8.5% | +8.5% | -0.1% |
| 3Y | +51.2% | +5.0% | +46.3% | +44.0% |
| 5Y | +71.4% | +12.0% | +59.5% | +54.0% |
| All | +265.9% | +436.5% | -170.6% | +200.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling