+868.6%
MSFT vs GE
+151.9%
+716.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -1.4% | +1.2% | -2.6% | -1.7% |
| 30D | -1.0% | -9.5% | +8.5% | +1.1% |
| 3M | +20.2% | +4.1% | +16.1% | +18.7% |
| 6M | +21.3% | +3.9% | +17.3% | +19.2% |
| YTD | +2.8% | +9.0% | -6.2% | -0.6% |
| 1Y | 0.0% | +21.9% | -22.0% | -6.0% |
| 3Y | +51.2% | +281.8% | -230.6% | +6.9% |
| 5Y | +71.4% | +436.7% | -365.3% | +9.9% |
| 10Y | +868.6% | +151.5% | +717.1% | +509.9% |
| All | +868.6% | +151.9% | +716.7% | +509.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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