+72.3%
MSFT vs INDA
+5.9%
+66.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.1% |
| 7D | -1.0% | -2.6% | +1.6% | +0.7% |
| 30D | -2.7% | -2.9% | +0.3% | -0.7% |
| 3M | +22.1% | +2.4% | +19.7% | +20.2% |
| 6M | +20.6% | -2.6% | +23.2% | +22.4% |
| YTD | +2.3% | -10.0% | +12.3% | +9.5% |
| 1Y | -0.5% | -7.7% | +7.1% | +4.5% |
| 3Y | +50.5% | +8.9% | +41.6% | +34.1% |
| 5Y | +72.3% | +6.0% | +66.4% | +53.1% |
| All | +72.3% | +5.9% | +66.4% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling