+872.1%
MSFT vs IYR
+68.4%
+803.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.7% |
| 7D | -3.5% | -2.8% | -0.6% | -1.7% |
| 30D | -2.1% | -2.5% | +0.5% | -0.5% |
| 3M | +24.2% | -3.0% | +27.1% | +26.2% |
| 6M | +21.9% | +1.6% | +20.2% | +19.8% |
| YTD | +2.5% | +7.3% | -4.8% | -2.9% |
| 1Y | -0.8% | +5.6% | -6.4% | -5.2% |
| 3Y | +50.8% | +28.1% | +22.6% | +23.2% |
| 5Y | +73.5% | +6.1% | +67.4% | +61.7% |
| All | +872.1% | +68.4% | +803.7% | +555.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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