+73.5%
MSFT vs EXC
+47.1%
+26.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -1.9% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | +2.7% | -3.7% | +6.4% | +3.2% |
| 3M | +17.0% | -1.3% | +18.2% | +16.9% |
| 6M | +23.8% | -9.7% | +33.5% | +25.6% |
| YTD | +4.0% | +2.9% | +1.1% | +2.7% |
| 1Y | -0.8% | +4.4% | -5.2% | -2.3% |
| 3Y | +55.6% | +22.2% | +33.4% | +45.8% |
| All | +73.5% | +47.1% | +26.4% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling