+878.4%
MSFT vs INDA
+84.7%
+793.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.3% | +0.1% |
| 7D | -0.8% | -2.7% | +1.9% | +0.8% |
| 30D | +0.8% | -2.8% | +3.6% | +2.5% |
| 3M | +27.2% | +1.6% | +25.6% | +26.0% |
| 6M | +22.9% | -1.4% | +24.3% | +23.7% |
| YTD | +3.1% | -10.1% | +13.3% | +9.4% |
| 1Y | -0.3% | -8.8% | +8.5% | +4.8% |
| 3Y | +50.1% | +7.6% | +42.5% | +41.3% |
| 5Y | +74.6% | +5.8% | +68.9% | +66.0% |
| All | +878.4% | +84.7% | +793.7% | +594.9% |
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