+885.0%
MSFT vs GOOGL
+735.8%
+149.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GOOGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.9% |
| 7D | -1.0% | -1.9% | +0.8% | +0.1% |
| 30D | -2.7% | -7.5% | +4.8% | +1.9% |
| 3M | +22.1% | -9.2% | +31.3% | +28.3% |
| 6M | +20.6% | +8.1% | +12.5% | +11.9% |
| YTD | +2.3% | +5.8% | -3.5% | -4.3% |
| 1Y | -0.5% | +38.3% | -38.9% | -23.1% |
| 3Y | +50.5% | +144.8% | -94.2% | -26.4% |
| 5Y | +72.3% | +132.5% | -60.2% | -14.8% |
| 10Y | +885.0% | +746.7% | +138.3% | +74.4% |
| All | +885.0% | +735.8% | +149.2% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GOOGL.
Daily Out/Under-Performance
Portfolio return minus GOOGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GOOGL 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 GOOGL 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