+2,688.4%
MSFT vs IAU
+875.8%
+1,812.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.0% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | +2.7% | +4.4% | -1.7% | +2.5% |
| 3M | +17.0% | -1.1% | +18.0% | +16.9% |
| 6M | +23.8% | -13.7% | +37.5% | +24.3% |
| YTD | +4.0% | +2.7% | +1.2% | +3.8% |
| 1Y | -0.8% | +24.6% | -25.4% | -1.6% |
| 3Y | +55.6% | +126.8% | -71.2% | +51.0% |
| 5Y | +72.9% | +139.5% | -66.6% | +67.1% |
| 10Y | +875.8% | +226.3% | +649.6% | +845.0% |
| All | +2,688.4% | +875.8% | +1,812.6% | +2,522.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling