+64.1%
MSFT vs EXC
+41.2%
+22.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.7% |
| 7D | +1.7% | -1.2% | +2.8% | +1.8% |
| 30D | +0.2% | +10.0% | -9.8% | -1.1% |
| 3M | +6.4% | +1.6% | +4.7% | +6.1% |
| 6M | +28.7% | +3.3% | +25.4% | +27.7% |
| YTD | +10.4% | +7.6% | +2.9% | +8.4% |
| 1Y | +7.6% | +3.5% | +4.2% | +6.5% |
| 3Y | +52.3% | +27.7% | +24.7% | +42.1% |
| All | +64.1% | +41.2% | +22.9% | +38.8% |
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