+885.0%
MSFT vs IT
+88.4%
+796.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | -1.0% | -9.1% | +8.1% | +2.1% |
| 30D | -2.7% | -12.2% | +9.5% | +1.4% |
| 3M | +22.1% | +7.8% | +14.3% | +16.0% |
| 6M | +20.6% | +2.0% | +18.6% | +16.0% |
| YTD | +2.3% | -32.7% | +35.0% | +13.7% |
| 1Y | -0.5% | -31.1% | +30.6% | +8.4% |
| 3Y | +50.5% | -52.1% | +102.6% | +82.2% |
| 5Y | +72.3% | -46.3% | +118.6% | +95.3% |
| 10Y | +885.0% | +91.4% | +793.7% | +576.7% |
| All | +885.0% | +88.4% | +796.6% | +576.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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