+2,813.5%
MSFT vs EXPE
+727.6%
+2,085.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | +0.1% |
| 7D | +1.7% | -9.3% | +11.0% | +3.6% |
| 30D | +0.2% | +0.1% | 0.0% | -0.4% |
| 3M | +6.4% | -15.3% | +21.7% | +9.4% |
| 6M | +28.7% | +5.5% | +23.2% | +25.3% |
| YTD | +10.4% | -8.0% | +18.4% | +9.6% |
| 1Y | +7.6% | +18.9% | -11.3% | +0.2% |
| 3Y | +52.3% | +135.5% | -83.2% | +16.8% |
| 5Y | +64.5% | +44.3% | +20.2% | +36.0% |
| 10Y | +917.8% | +117.7% | +800.1% | +593.3% |
| All | +2,813.5% | +727.6% | +2,085.9% | +914.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling