+872.1%
MSFT vs IRM
+430.1%
+442.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.8% |
| 7D | -3.5% | -1.8% | -1.7% | -2.9% |
| 30D | -2.1% | -7.8% | +5.7% | +0.2% |
| 3M | +24.2% | -7.9% | +32.0% | +26.7% |
| 6M | +21.9% | +6.3% | +15.5% | +18.1% |
| YTD | +2.5% | +38.2% | -35.7% | -9.3% |
| 1Y | -0.8% | +19.8% | -20.6% | -8.4% |
| 3Y | +50.8% | +98.8% | -48.0% | +12.8% |
| 5Y | +73.5% | +191.8% | -118.3% | +11.4% |
| All | +872.1% | +430.1% | +442.0% | +374.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IRM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling