+885.0%
MSFT vs EXPE
+153.6%
+731.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -1.0% | -11.5% | +10.5% | +1.4% |
| 30D | -2.7% | -13.1% | +10.4% | 0.0% |
| 3M | +22.1% | +18.1% | +4.0% | +17.2% |
| 6M | +20.6% | +13.3% | +7.3% | +16.4% |
| YTD | +2.3% | -3.2% | +5.5% | +1.2% |
| 1Y | -0.5% | +26.1% | -26.7% | -7.7% |
| 3Y | +50.5% | +151.7% | -101.2% | +15.5% |
| 5Y | +72.3% | +88.3% | -16.0% | +35.9% |
| 10Y | +885.0% | +158.0% | +727.0% | +518.2% |
| All | +885.0% | +153.6% | +731.4% | +518.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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