+112.4%
MSFT vs EXE
+187.5%
-75.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | -1.0% | -2.7% | +1.7% | -0.7% |
| 30D | -2.7% | -0.4% | -2.3% | -2.6% |
| 3M | +22.1% | +9.5% | +12.6% | +20.8% |
| 6M | +20.6% | -9.3% | +29.9% | +21.6% |
| YTD | +2.3% | -10.9% | +13.2% | +3.2% |
| 1Y | -0.5% | +4.3% | -4.8% | -1.8% |
| 3Y | +50.5% | +18.8% | +31.7% | +45.4% |
| 5Y | +72.3% | +101.4% | -29.1% | +63.3% |
| All | +112.4% | +187.5% | -75.2% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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