+2,908.9%
MSFT vs GOOGL
+13,553.6%
-10,644.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GOOGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.5% |
| 7D | -2.7% | -2.3% | -0.4% | -1.6% |
| 30D | +2.7% | -6.6% | +9.3% | +6.0% |
| 3M | +17.0% | -8.9% | +25.9% | +21.6% |
| 6M | +23.8% | +11.9% | +11.9% | +15.4% |
| YTD | +4.0% | +8.3% | -4.4% | -1.9% |
| 1Y | -0.8% | +46.2% | -47.0% | -19.9% |
| 3Y | +55.6% | +151.9% | -96.3% | -7.2% |
| 5Y | +72.9% | +137.7% | -64.8% | +4.8% |
| 10Y | +875.8% | +757.6% | +118.2% | +238.7% |
| All | +2,908.9% | +13,553.6% | -10,644.7% | +497.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling