+913.4%
MSFT vs IWM
+144.7%
+768.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.4% |
| 7D | -2.4% | +2.8% | -5.2% | -4.2% |
| 30D | -3.8% | +0.6% | -4.4% | -4.2% |
| 3M | +6.4% | -7.8% | +14.2% | +12.2% |
| 6M | +28.8% | -1.0% | +29.7% | +29.1% |
| YTD | +8.8% | +13.9% | -5.1% | -1.2% |
| 1Y | +3.2% | +15.4% | -12.3% | -7.4% |
| 3Y | +44.8% | +70.2% | -25.4% | -4.7% |
| 5Y | +61.8% | +23.7% | +38.2% | +33.7% |
| All | +913.4% | +144.7% | +768.7% | +397.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 IWM 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