+894.4%
MSFT vs FIVE
+535.9%
+358.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | -6.2% | -0.5% | -5.7% | -6.1% |
| 30D | -3.7% | +17.4% | -21.1% | -6.8% |
| 3M | +3.6% | +7.0% | -3.4% | +1.8% |
| 6M | +26.8% | +20.5% | +6.3% | +21.1% |
| YTD | +8.4% | +33.1% | -24.7% | +0.7% |
| 1Y | +3.3% | +67.1% | -63.8% | -8.7% |
| 3Y | +44.3% | +41.9% | +2.4% | +24.9% |
| 5Y | +63.3% | +21.1% | +42.3% | +41.9% |
| 10Y | +894.4% | +518.8% | +375.6% | +551.2% |
| All | +894.4% | +535.9% | +358.5% | +551.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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