+872.1%
MSFT vs GOOG
+783.3%
+88.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GOOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | -0.2% |
| 7D | -3.5% | -2.5% | -1.0% | -2.0% |
| 30D | -2.1% | -3.6% | +1.5% | +0.1% |
| 3M | +24.2% | -6.4% | +30.6% | +28.1% |
| 6M | +21.9% | +7.8% | +14.1% | +13.3% |
| YTD | +2.5% | +5.5% | -3.0% | -3.9% |
| 1Y | -0.8% | +38.3% | -39.1% | -23.1% |
| 3Y | +50.8% | +143.1% | -92.3% | -25.6% |
| 5Y | +73.5% | +135.0% | -61.5% | -14.7% |
| All | +872.1% | +783.3% | +88.7% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GOOG.
Daily Out/Under-Performance
Portfolio return minus GOOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GOOG 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 GOOG 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