+786.5%
MSFT vs IR
+342.0%
+444.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.7% | -1.9% | +1.3% |
| 7D | +7.5% | +5.0% | +2.5% | +5.9% |
| 30D | +1.9% | +10.3% | -8.4% | -1.3% |
| 3M | +9.2% | -0.1% | +9.3% | +9.0% |
| 6M | +31.9% | +14.8% | +17.1% | +25.4% |
| YTD | +13.4% | +9.7% | +3.7% | +7.7% |
| 1Y | +10.6% | +12.2% | -1.6% | +4.0% |
| 3Y | +54.7% | +30.0% | +24.7% | +34.8% |
| 5Y | +69.1% | +46.8% | +22.3% | +38.5% |
| All | +786.5% | +342.0% | +444.4% | +442.1% |
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