+915.1%
MSFT vs INDA
+115.4%
+799.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -1.3% | +1.1% | -2.4% | -1.9% |
| 30D | -1.8% | +9.4% | -11.2% | -7.0% |
| 3M | +5.6% | +2.9% | +2.7% | +3.7% |
| 6M | +29.8% | +7.2% | +22.6% | +24.4% |
| YTD | +9.0% | -4.8% | +13.8% | +11.8% |
| 1Y | +4.9% | -5.1% | +10.0% | +7.8% |
| 3Y | +46.2% | +16.7% | +29.6% | +30.9% |
| 5Y | +62.1% | +8.8% | +53.3% | +51.3% |
| All | +915.1% | +115.4% | +799.7% | +597.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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