+2,745.6%
MSFT vs IWM
+745.4%
+2,000.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.7% |
| 7D | +1.7% | -2.0% | +3.7% | +3.2% |
| 30D | +0.2% | -1.5% | +1.6% | +1.2% |
| 3M | +6.4% | -8.0% | +14.4% | +12.7% |
| 6M | +28.7% | -4.1% | +32.8% | +32.0% |
| YTD | +10.4% | +11.9% | -1.5% | +0.9% |
| 1Y | +7.6% | +15.0% | -7.4% | -3.8% |
| 3Y | +52.3% | +64.2% | -11.9% | +1.8% |
| 5Y | +64.5% | +20.4% | +44.1% | +37.2% |
| 10Y | +917.8% | +168.0% | +749.8% | +352.2% |
| All | +2,745.6% | +745.4% | +2,000.3% | +307.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling