+2,732.2%
MSFT vs ITOT
+891.2%
+1,841.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.6% |
| 7D | -1.4% | +0.7% | -2.1% | -2.0% |
| 30D | -1.0% | -1.1% | +0.1% | +0.1% |
| 3M | +20.2% | +3.9% | +16.3% | +15.7% |
| 6M | +21.3% | +14.7% | +6.5% | +5.4% |
| YTD | +2.8% | +13.3% | -10.5% | -9.5% |
| 1Y | 0.0% | +19.1% | -19.2% | -16.5% |
| 3Y | +51.2% | +77.3% | -26.1% | -16.2% |
| 5Y | +71.4% | +74.1% | -2.6% | -1.7% |
| 10Y | +868.6% | +293.1% | +575.5% | +158.7% |
| All | +2,732.2% | +891.2% | +1,841.1% | +225.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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