+2,908.9%
MSFT vs GOOG
+13,490.2%
-10,581.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GOOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.5% |
| 7D | -2.7% | -2.1% | -0.5% | -1.7% |
| 30D | +2.7% | -6.8% | +9.5% | +6.2% |
| 3M | +17.0% | -9.1% | +26.0% | +21.7% |
| 6M | +23.8% | +10.7% | +13.1% | +16.0% |
| YTD | +4.0% | +7.1% | -3.1% | -1.3% |
| 1Y | -0.8% | +44.6% | -45.4% | -19.5% |
| 3Y | +55.6% | +147.4% | -91.8% | -6.2% |
| 5Y | +72.9% | +133.8% | -60.9% | +5.7% |
| 10Y | +875.8% | +777.5% | +98.3% | +236.0% |
| All | +2,908.9% | +13,490.2% | -10,581.3% | +498.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling