+915.1%
MSFT vs GEN
+152.9%
+762.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.5% |
| 7D | -1.3% | +2.0% | -3.3% | -1.9% |
| 30D | -1.8% | +27.7% | -29.6% | -8.6% |
| 3M | +5.6% | +3.3% | +2.4% | +3.7% |
| 6M | +29.8% | +31.8% | -2.0% | +18.9% |
| YTD | +9.0% | +13.5% | -4.5% | +3.4% |
| 1Y | +4.9% | +16.0% | -11.1% | -1.1% |
| 3Y | +46.2% | +70.6% | -24.4% | +21.1% |
| 5Y | +62.1% | +32.1% | +30.0% | +41.8% |
| All | +915.1% | +152.9% | +762.2% | +579.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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