+868.6%
MSFT vs EW
+124.3%
+744.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.4% | +0.1% |
| 7D | -1.4% | -4.4% | +3.0% | +0.1% |
| 30D | -1.0% | -3.3% | +2.3% | +0.1% |
| 3M | +20.2% | +1.0% | +19.2% | +19.6% |
| 6M | +21.3% | +6.2% | +15.0% | +18.3% |
| YTD | +2.8% | +1.7% | +1.1% | +1.5% |
| 1Y | 0.0% | +8.1% | -8.2% | -3.7% |
| 3Y | +51.2% | +17.1% | +34.2% | +33.4% |
| 5Y | +71.4% | -29.4% | +100.8% | +82.3% |
| 10Y | +868.6% | +121.7% | +746.9% | +575.0% |
| All | +868.6% | +124.3% | +744.3% | +575.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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