+2,023.3%
MSFT vs INDA
+115.1%
+1,908.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -2.7% | +0.7% | -3.4% | -3.1% |
| 30D | +2.7% | -0.8% | +3.5% | +3.1% |
| 3M | +17.0% | +3.9% | +13.0% | +14.7% |
| 6M | +23.8% | -0.7% | +24.5% | +24.1% |
| YTD | +4.0% | -7.7% | +11.6% | +8.0% |
| 1Y | -0.8% | -5.1% | +4.3% | +1.5% |
| 3Y | +55.6% | +13.6% | +42.0% | +44.0% |
| 5Y | +72.9% | +7.8% | +65.1% | +64.6% |
| 10Y | +875.8% | +84.6% | +791.2% | +598.8% |
| All | +2,023.3% | +115.1% | +1,908.2% | +1,304.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling