+894.4%
MSFT vs IT
+93.0%
+801.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.4% | -3.0% |
| 7D | -6.2% | -6.8% | +0.6% | -4.1% |
| 30D | -3.7% | -0.6% | -3.1% | -4.6% |
| 3M | +3.6% | +3.1% | +0.6% | +0.7% |
| 6M | +26.8% | +25.5% | +1.3% | +12.1% |
| YTD | +8.4% | -23.5% | +31.9% | +13.7% |
| 1Y | +3.3% | -16.6% | +19.9% | +4.4% |
| 3Y | +44.3% | -53.1% | +97.4% | +77.3% |
| 5Y | +63.3% | -41.4% | +104.8% | +77.8% |
| 10Y | +894.4% | +90.9% | +803.4% | +534.2% |
| All | +894.4% | +93.0% | +801.4% | +534.2% |
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