+33,500.7%
MSFT vs IT
+6,228.4%
+27,272.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | 0.0% |
| 7D | +1.7% | -16.9% | +18.6% | +5.8% |
| 30D | +0.2% | +2.3% | -2.2% | -1.1% |
| 3M | +6.4% | +2.9% | +3.5% | +4.5% |
| 6M | +28.7% | +25.9% | +2.8% | +18.6% |
| YTD | +10.4% | -24.6% | +35.1% | +14.0% |
| 1Y | +7.6% | -16.0% | +23.7% | +8.1% |
| 3Y | +52.3% | -51.6% | +103.9% | +71.0% |
| 5Y | +64.5% | -42.6% | +107.2% | +76.5% |
| 10Y | +917.8% | +103.6% | +814.3% | +698.7% |
| All | +33,500.7% | +6,228.4% | +27,272.4% | +11,591.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling