+885.0%
MSFT vs JPM
+588.2%
+296.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -1.0% | -0.4% | -0.6% | -0.9% |
| 30D | -2.7% | -1.4% | -1.3% | -2.1% |
| 3M | +22.1% | +13.9% | +8.2% | +15.6% |
| 6M | +20.6% | +23.5% | -3.0% | +10.0% |
| YTD | +2.3% | +11.6% | -9.3% | -2.9% |
| 1Y | -0.5% | +21.4% | -21.9% | -9.2% |
| 3Y | +50.5% | +163.4% | -112.9% | -3.3% |
| 5Y | +72.3% | +152.5% | -80.2% | +10.1% |
| 10Y | +885.0% | +592.1% | +292.9% | +330.1% |
| All | +885.0% | +588.2% | +296.8% | +330.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 JPM 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