+31,543.4%
MSFT vs IT
+6,105.9%
+25,437.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -0.9% |
| 7D | -2.7% | -6.0% | +3.3% | -1.3% |
| 30D | +2.7% | 0.0% | +2.7% | +2.6% |
| 3M | +17.0% | +13.1% | +3.9% | +11.9% |
| 6M | +23.8% | +11.7% | +12.1% | +18.3% |
| YTD | +4.0% | -26.1% | +30.1% | +8.9% |
| 1Y | -0.8% | -21.3% | +20.4% | +1.7% |
| 3Y | +55.6% | -46.7% | +102.3% | +71.9% |
| 5Y | +72.9% | -40.5% | +113.4% | +85.6% |
| 10Y | +875.8% | +103.9% | +771.9% | +672.7% |
| All | +31,543.4% | +6,105.9% | +25,437.5% | +11,072.1% |
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