+2,230.2%
MSFT vs IYR
+711.5%
+1,518.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -6.2% | -1.2% | -5.0% | -5.6% |
| 30D | -3.7% | +6.1% | -9.8% | -6.4% |
| 3M | +3.6% | +0.9% | +2.7% | +3.1% |
| 6M | +26.8% | +1.2% | +25.6% | +25.7% |
| YTD | +8.4% | +11.1% | -2.7% | +2.4% |
| 1Y | +3.3% | +9.0% | -5.7% | -1.6% |
| 3Y | +44.3% | +41.4% | +2.9% | +19.2% |
| 5Y | +63.3% | +6.7% | +56.7% | +55.0% |
| 10Y | +894.4% | +87.7% | +806.7% | +620.1% |
| All | +2,230.2% | +711.5% | +1,518.7% | +503.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling