+141,733.1%
MSFT vs EXC
+2,465.1%
+139,268.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.4% |
| 7D | +1.7% | -1.2% | +2.8% | +2.0% |
| 30D | +0.2% | +10.0% | -9.8% | -2.8% |
| 3M | +6.4% | +1.6% | +4.7% | +5.6% |
| 6M | +28.7% | +3.3% | +25.4% | +26.7% |
| YTD | +10.4% | +7.6% | +2.9% | +7.0% |
| 1Y | +7.6% | +3.5% | +4.2% | +5.4% |
| 3Y | +52.3% | +27.7% | +24.7% | +37.4% |
| 5Y | +64.5% | +41.1% | +23.4% | +42.7% |
| 10Y | +917.8% | +178.2% | +739.6% | +607.7% |
| All | +141,733.1% | +2,465.1% | +139,268.0% | +52,189.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling