+115.8%
MSFT vs EXE
+191.4%
-75.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.9% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | +2.7% | +8.5% | -5.8% | +1.8% |
| 3M | +17.0% | +5.5% | +11.5% | +16.2% |
| 6M | +23.8% | -5.9% | +29.7% | +24.4% |
| YTD | +4.0% | -9.7% | +13.7% | +4.8% |
| 1Y | -0.8% | +3.6% | -4.4% | -2.0% |
| 3Y | +55.6% | +18.0% | +37.6% | +50.4% |
| 5Y | +72.9% | +109.4% | -36.5% | +63.6% |
| All | +115.8% | +191.4% | -75.5% | +103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling