+868.6%
MSFT vs EXC
+154.0%
+714.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -1.4% | +1.2% | -2.6% | -1.8% |
| 30D | -1.0% | -2.7% | +1.7% | -0.1% |
| 3M | +20.2% | -1.0% | +21.2% | +20.1% |
| 6M | +21.3% | -9.3% | +30.5% | +24.8% |
| YTD | +2.8% | +3.6% | -0.8% | +0.3% |
| 1Y | 0.0% | +5.9% | -5.9% | -3.4% |
| 3Y | +51.2% | +21.3% | +29.9% | +34.8% |
| 5Y | +71.4% | +46.2% | +25.3% | +37.7% |
| 10Y | +868.6% | +151.5% | +717.1% | +524.1% |
| All | +868.6% | +154.0% | +714.6% | +524.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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