+885.0%
MSFT vs IAU
+221.5%
+663.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -2.7% | +0.2% | -2.9% | -2.7% |
| 3M | +22.1% | +3.3% | +18.8% | +21.6% |
| 6M | +20.6% | -14.6% | +35.1% | +22.2% |
| YTD | +2.3% | +1.9% | +0.4% | +1.7% |
| 1Y | -0.5% | +20.9% | -21.4% | -3.2% |
| 3Y | +50.5% | +127.5% | -77.0% | +33.1% |
| 5Y | +72.3% | +141.9% | -69.6% | +49.1% |
| 10Y | +885.0% | +222.8% | +662.3% | +775.3% |
| All | +885.0% | +221.5% | +663.5% | +775.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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