+876.8%
MSFT vs M
-2.2%
+879.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.3% |
| 7D | -2.7% | +4.7% | -7.4% | -3.2% |
| 30D | +2.7% | -9.6% | +12.3% | +3.8% |
| 3M | +17.0% | +0.9% | +16.1% | +16.6% |
| 6M | +23.8% | +22.3% | +1.5% | +20.7% |
| YTD | +4.0% | +6.5% | -2.5% | +2.6% |
| 1Y | -0.8% | +38.8% | -39.6% | -5.2% |
| 3Y | +55.6% | +115.9% | -60.3% | +37.6% |
| 5Y | +72.9% | +28.6% | +44.3% | +58.2% |
| All | +876.8% | -2.2% | +879.0% | +734.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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