+32,900.1%
MSFT vs IT
+6,324.9%
+26,575.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.4% | -2.8% |
| 7D | -6.2% | -6.8% | +0.6% | -4.7% |
| 30D | -3.7% | -0.6% | -3.1% | -4.2% |
| 3M | +3.6% | +3.1% | +0.6% | +1.8% |
| 6M | +26.8% | +25.5% | +1.3% | +16.9% |
| YTD | +8.4% | -23.5% | +31.9% | +11.5% |
| 1Y | +3.3% | -16.6% | +19.9% | +3.9% |
| 3Y | +44.3% | -53.1% | +97.4% | +63.3% |
| 5Y | +63.3% | -41.4% | +104.8% | +74.3% |
| 10Y | +894.4% | +90.9% | +803.4% | +690.7% |
| All | +32,900.1% | +6,324.9% | +26,575.2% | +11,340.2% |
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 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