+703.2%
MSFT vs IR
+282.2%
+421.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.7% |
| 7D | -1.4% | +0.6% | -2.0% | -1.6% |
| 30D | -1.0% | -13.6% | +12.6% | +3.4% |
| 3M | +20.2% | +3.7% | +16.5% | +18.2% |
| 6M | +21.3% | -13.1% | +34.3% | +25.2% |
| YTD | +2.8% | -5.1% | +7.9% | +2.2% |
| 1Y | 0.0% | -6.5% | +6.4% | -0.5% |
| 3Y | +51.2% | +8.5% | +42.7% | +39.5% |
| 5Y | +71.4% | +43.3% | +28.1% | +41.8% |
| All | +703.2% | +282.2% | +421.0% | +414.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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